+57.7%
AMGN vs SONY
+42.2%
+15.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.7% |
| 7D | -13.7% | -2.7% | -11.0% | -13.2% |
| 30D | -8.8% | +1.5% | -10.3% | -9.0% |
| 3M | +7.2% | +13.0% | -5.8% | +4.6% |
| 6M | +1.3% | +11.2% | -9.9% | -1.2% |
| YTD | +17.6% | -6.6% | +24.3% | +18.5% |
| 1Y | +37.2% | -18.1% | +55.3% | +41.5% |
| 3Y | +57.7% | +42.1% | +15.7% | +42.0% |
| All | +57.7% | +42.2% | +15.5% | +42.0% |
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