+140.1%
AMT vs SONY
+366.0%
-225.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.4% |
| 7D | -2.2% | -3.2% | +1.0% | -1.3% |
| 30D | +5.8% | +9.6% | -3.8% | +3.2% |
| 3M | +12.6% | +13.3% | -0.7% | +8.8% |
| 6M | +8.3% | +20.3% | -12.0% | +2.7% |
| YTD | +11.4% | +4.1% | +7.3% | +9.5% |
| 1Y | +7.7% | -11.9% | +19.6% | +10.6% |
| 3Y | +14.8% | +56.6% | -41.8% | -3.1% |
| 5Y | -18.0% | +10.9% | -28.9% | -24.8% |
| All | +140.1% | +366.0% | -225.9% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling