+2,885.9%
ALB vs SONY
+435.8%
+2,450.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.9% |
| 7D | -8.1% | -1.2% | -6.9% | -7.7% |
| 30D | +6.3% | +9.4% | -3.2% | +3.1% |
| 3M | -23.6% | +10.5% | -34.1% | -26.5% |
| 6M | -24.6% | +11.7% | -36.3% | -28.1% |
| YTD | -10.3% | -4.1% | -6.2% | -10.0% |
| 1Y | +61.5% | -11.8% | +73.2% | +66.2% |
| 3Y | -34.0% | +45.9% | -79.9% | -43.1% |
| 5Y | -44.6% | +16.3% | -60.9% | -48.4% |
| 10Y | +76.1% | +297.6% | -221.5% | +10.7% |
| All | +2,885.9% | +435.8% | +2,450.1% | +1,447.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling