-30.8%
AMT vs SONY
+10.2%
-41.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.9% |
| 7D | -0.2% | -5.2% | +5.0% | +1.0% |
| 30D | +1.8% | +0.3% | +1.6% | +1.7% |
| 3M | -6.2% | +6.2% | -12.4% | -7.6% |
| 6M | -5.0% | +9.5% | -14.5% | -7.2% |
| YTD | +2.1% | -8.1% | +10.1% | +3.5% |
| 1Y | -5.7% | -17.9% | +12.2% | -2.3% |
| 3Y | +7.9% | +41.5% | -33.6% | -6.0% |
| All | -30.8% | +10.2% | -41.0% | -38.8% |
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 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