+63.0%
AME vs SONY
+63.5%
-0.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +5.9% | +0.3% | +5.6% | +5.8% |
| 30D | -1.9% | +11.1% | -13.0% | -3.6% |
| 3M | -5.4% | +14.7% | -20.0% | -7.6% |
| 6M | +4.9% | +18.8% | -13.9% | +1.7% |
| YTD | +18.5% | +5.7% | +12.7% | +17.0% |
| 1Y | +25.5% | -8.1% | +33.5% | +27.3% |
| 3Y | +63.0% | +64.0% | -1.0% | +51.0% |
| All | +63.0% | +63.5% | -0.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling