-20.2%
AMRZ vs SONY
+12.8%
-33.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -2.1% | +0.3% | -2.3% | -2.1% |
| 30D | +13.0% | +11.1% | +1.8% | +10.7% |
| 3M | -12.1% | +14.7% | -26.8% | -14.3% |
| 6M | -19.1% | +18.8% | -37.9% | -21.6% |
| YTD | -23.3% | +5.7% | -29.0% | -25.0% |
| 1Y | -16.6% | -8.1% | -8.5% | -17.0% |
| All | -20.2% | +12.8% | -33.0% | -20.7% |
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