+97.2%
AMCR vs SONY
+816.9%
-719.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -6.3% | -4.9% | -1.4% | -5.6% |
| 30D | -7.1% | -1.6% | -5.5% | -6.9% |
| 3M | +12.7% | +10.0% | +2.7% | +10.9% |
| 6M | +5.2% | +8.4% | -3.3% | +3.6% |
| YTD | +8.1% | -8.4% | +16.5% | +9.0% |
| 1Y | +11.7% | -18.4% | +30.1% | +14.4% |
| 3Y | +9.9% | +41.0% | -31.1% | +3.1% |
| 5Y | -8.7% | +9.3% | -17.9% | -12.5% |
| 10Y | +16.8% | +281.7% | -264.9% | +4.5% |
| All | +97.2% | +816.9% | -719.7% | +77.6% |
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 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