-99.5%
AMC vs SONY
+11.4%
-110.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.8% | -0.2% |
| 7D | -0.8% | -5.2% | +4.4% | +3.2% |
| 30D | -1.2% | +0.3% | -1.5% | -2.0% |
| 3M | +42.2% | +6.2% | +36.0% | +33.4% |
| 6M | +118.8% | +9.5% | +109.3% | +100.7% |
| YTD | +64.1% | -8.1% | +72.2% | +72.5% |
| 1Y | -9.5% | -17.9% | +8.4% | +3.0% |
| 3Y | -64.3% | +41.5% | -105.8% | -77.7% |
| 5Y | -99.5% | +11.8% | -111.3% | -99.6% |
| All | -99.5% | +11.4% | -110.8% | -99.6% |
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