+15.2%
AMT vs SONY
+60.0%
-44.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | -2.4% | +2.1% | -4.5% | -2.7% |
| 30D | +4.2% | +9.2% | -5.0% | +3.0% |
| 3M | +13.4% | +12.2% | +1.2% | +11.7% |
| 6M | +9.4% | +24.4% | -15.0% | +6.3% |
| YTD | +11.7% | +3.5% | +8.2% | +10.3% |
| 1Y | +7.1% | -9.2% | +16.3% | +7.0% |
| All | +15.2% | +60.0% | -44.8% | +3.9% |
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