+109.1%
AMDL vs SONY
-6.4%
+115.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.5% |
| 7D | -30.7% | +2.9% | -33.6% | -30.9% |
| 30D | -43.8% | +10.2% | -54.0% | -44.9% |
| 3M | -24.5% | +16.1% | -40.6% | -28.2% |
| 6M | +44.7% | +32.1% | +12.6% | +16.2% |
| YTD | +204.0% | +1.4% | +202.6% | +225.9% |
| 1Y | +109.1% | -7.0% | +116.1% | +161.3% |
| All | +109.1% | -6.4% | +115.5% | +161.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling