-98.8%
AMC vs SONY
+366.0%
-464.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -3.0% | -2.7% |
| 7D | +8.4% | -3.2% | +11.6% | +10.3% |
| 30D | +9.2% | +9.6% | -0.4% | +2.9% |
| 3M | +32.0% | +13.3% | +18.8% | +21.8% |
| 6M | +149.3% | +20.3% | +128.9% | +121.7% |
| YTD | +114.1% | +4.1% | +110.0% | +105.4% |
| 1Y | +35.8% | -11.9% | +47.7% | +43.1% |
| 3Y | -58.3% | +56.6% | -114.9% | -69.6% |
| 5Y | -99.2% | +10.9% | -110.1% | -99.3% |
| All | -98.8% | +366.0% | -464.8% | -99.4% |
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