+350.6%
ALLE vs SONY
+660.8%
-310.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | -0.6% | +6.1% | -6.7% | -2.5% |
| 30D | +26.6% | +12.2% | +14.4% | +22.2% |
| 3M | +13.2% | +15.3% | -2.2% | +8.2% |
| 6M | +42.9% | +34.3% | +8.6% | +29.5% |
| YTD | +21.0% | +5.7% | +15.3% | +17.9% |
| 1Y | +15.2% | -2.3% | +17.5% | +14.8% |
| 3Y | +95.6% | +67.1% | +28.5% | +60.0% |
| 5Y | +53.4% | +13.0% | +40.4% | +39.6% |
| 10Y | +221.5% | +372.1% | -150.6% | +95.6% |
| All | +350.6% | +660.8% | -310.2% | +136.5% |
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