+87.1%
AME vs SONY
+8.4%
+78.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.3% | -4.9% | +6.2% | +2.6% |
| 30D | -6.6% | -1.6% | -5.0% | -6.3% |
| 3M | +3.0% | +10.0% | -7.0% | 0.0% |
| 6M | +5.3% | +8.4% | -3.1% | +2.3% |
| YTD | +15.4% | -8.4% | +23.9% | +17.3% |
| 1Y | +26.8% | -18.4% | +45.2% | +32.6% |
| 3Y | +56.5% | +41.0% | +15.6% | +36.4% |
| All | +87.1% | +8.4% | +78.7% | +69.4% |
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