-63.4%
ALB vs SONY
+12.1%
-75.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.2% |
| 7D | -5.8% | +0.3% | -6.0% | -5.9% |
| 30D | -4.5% | +11.1% | -15.7% | -10.1% |
| 3M | -28.1% | +14.7% | -42.7% | -33.6% |
| 6M | -53.2% | +18.8% | -72.0% | -58.0% |
| YTD | -33.3% | +5.7% | -39.1% | -36.4% |
| 1Y | -17.4% | -8.1% | -9.4% | -14.2% |
| 3Y | -14.1% | +64.0% | -78.1% | -40.7% |
| All | -63.4% | +12.1% | -75.4% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling