+18,884.9%
AME vs SONY
+543.6%
+18,341.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +0.6% | -1.2% | +1.8% | +0.9% |
| 30D | -6.7% | +9.4% | -16.1% | -9.0% |
| 3M | +4.1% | +10.5% | -6.4% | +0.9% |
| 6M | +1.6% | +11.7% | -10.1% | -2.0% |
| YTD | +16.1% | -4.1% | +20.2% | +16.4% |
| 1Y | +27.3% | -11.8% | +39.1% | +30.0% |
| 3Y | +50.9% | +45.9% | +5.0% | +32.6% |
| 5Y | +81.4% | +16.3% | +65.1% | +67.0% |
| 10Y | +417.0% | +297.6% | +119.4% | +243.7% |
| All | +18,884.9% | +543.6% | +18,341.3% | +9,366.2% |
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