+22.1%
ALNY vs SONY
+42.2%
-20.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -6.5% | -2.7% | -3.9% | -6.0% |
| 30D | +11.0% | +1.5% | +9.5% | +10.6% |
| 3M | -14.1% | +13.0% | -27.1% | -16.2% |
| 6M | -22.4% | +11.2% | -33.6% | -24.4% |
| YTD | -37.5% | -6.6% | -30.8% | -36.8% |
| 1Y | -46.9% | -18.1% | -28.8% | -44.9% |
| 3Y | +22.1% | +42.1% | -20.0% | +12.9% |
| All | +22.1% | +42.2% | -20.2% | +12.9% |
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 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