-99.3%
AMC vs SONY
+10.8%
-110.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.4% |
| 7D | +2.6% | +6.7% | -4.1% | -3.1% |
| 30D | +9.0% | +14.8% | -5.8% | -2.9% |
| 3M | +22.2% | +16.9% | +5.3% | +6.4% |
| 6M | +91.5% | +30.2% | +61.2% | +51.5% |
| YTD | +101.3% | +5.5% | +95.8% | +88.1% |
| 1Y | +20.8% | -4.6% | +25.3% | +22.5% |
| 3Y | -71.3% | +57.2% | -128.5% | -83.6% |
| All | -99.3% | +10.8% | -110.1% | -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 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