+155.3%
ALLE vs SONY
+276.5%
-121.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -2.2% | -4.9% | +2.8% | -0.5% |
| 30D | -8.3% | -1.6% | -6.7% | -8.0% |
| 3M | +16.3% | +10.0% | +6.3% | +12.0% |
| 6M | +1.8% | +8.4% | -6.6% | -2.0% |
| YTD | -3.9% | -8.4% | +4.5% | -2.0% |
| 1Y | -10.0% | -18.4% | +8.3% | -4.8% |
| 3Y | +45.8% | +41.0% | +4.9% | +22.2% |
| 5Y | +13.3% | +9.3% | +4.0% | +2.3% |
| 10Y | +155.3% | +281.7% | -126.4% | +54.9% |
| All | +155.3% | +276.5% | -121.2% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling