+95.6%
ALLE vs SONY
+59.5%
+36.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | -0.6% | +6.1% | -6.7% | -1.9% |
| 30D | +26.6% | +12.2% | +14.4% | +23.7% |
| 3M | +13.2% | +15.3% | -2.2% | +10.0% |
| 6M | +42.9% | +34.3% | +8.6% | +34.2% |
| YTD | +21.0% | +5.7% | +15.3% | +19.0% |
| 1Y | +15.2% | -2.3% | +17.5% | +14.8% |
| 3Y | +95.6% | +67.1% | +28.5% | +73.2% |
| All | +95.6% | +59.5% | +36.0% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling