+53.4%
ALLE vs SONY
+11.8%
+41.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | -0.6% | +6.1% | -6.7% | -2.6% |
| 30D | +26.6% | +12.2% | +14.4% | +22.1% |
| 3M | +13.2% | +15.3% | -2.2% | +8.1% |
| 6M | +42.9% | +34.3% | +8.6% | +29.2% |
| YTD | +21.0% | +5.7% | +15.3% | +18.1% |
| 1Y | +15.2% | -2.3% | +17.5% | +15.1% |
| 3Y | +95.6% | +67.1% | +28.5% | +54.2% |
| 5Y | +53.4% | +13.0% | +40.4% | +32.2% |
| All | +53.4% | +11.8% | +41.6% | +32.2% |
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 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