+1,311.4%
AMT vs SONY
+231.3%
+1,080.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -0.2% | -1.2% | +1.0% | +0.2% |
| 30D | +4.6% | +9.4% | -4.8% | +1.6% |
| 3M | -8.4% | +10.5% | -18.9% | -11.7% |
| 6M | -6.0% | +11.7% | -17.7% | -10.0% |
| YTD | +2.1% | -4.1% | +6.2% | +2.6% |
| 1Y | -6.4% | -11.8% | +5.4% | -3.9% |
| 3Y | +8.1% | +45.9% | -37.8% | -8.8% |
| 5Y | -31.9% | +16.3% | -48.2% | -39.2% |
| 10Y | +97.1% | +297.6% | -200.5% | +10.8% |
| All | +1,311.4% | +231.3% | +1,080.1% | +452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling