-18.5%
AMRZ vs SONY
+12.5%
-31.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.5% |
| 7D | +1.2% | +6.7% | -5.5% | -0.1% |
| 30D | +15.1% | +14.8% | +0.3% | +12.1% |
| 3M | -18.1% | +16.9% | -34.9% | -20.4% |
| 6M | -23.5% | +30.2% | -53.7% | -27.6% |
| YTD | -21.6% | +5.5% | -27.1% | -23.4% |
| 1Y | -14.7% | -4.6% | -10.2% | -15.6% |
| All | -18.5% | +12.5% | -31.0% | -19.0% |
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