+1,454.7%
AMT vs SONY
+265.1%
+1,189.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.5% |
| 7D | +1.5% | +0.3% | +1.3% | +1.4% |
| 30D | +6.8% | +11.1% | -4.3% | +3.2% |
| 3M | +11.2% | +14.7% | -3.4% | +6.2% |
| 6M | +12.5% | +18.8% | -6.3% | +5.8% |
| YTD | +12.5% | +5.7% | +6.8% | +9.4% |
| 1Y | +10.1% | -8.1% | +18.2% | +11.9% |
| 3Y | +16.0% | +64.0% | -48.0% | -5.7% |
| 5Y | -17.2% | +12.6% | -29.8% | -25.1% |
| 10Y | +135.2% | +373.8% | -238.6% | +24.7% |
| All | +1,454.7% | +265.1% | +1,189.6% | +488.7% |
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 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