+12.8%
AR vs SONY
-9.8%
+22.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | +0.1% |
| 7D | +7.4% | +0.3% | +7.1% | +7.4% |
| 30D | +5.8% | +11.1% | -5.4% | +5.7% |
| 3M | +5.2% | +14.7% | -9.4% | +5.2% |
| 6M | +5.4% | +18.8% | -13.3% | +6.2% |
| YTD | +12.4% | +5.7% | +6.7% | +23.5% |
| 1Y | +12.8% | -8.1% | +20.9% | +37.5% |
| All | +12.8% | -9.8% | +22.6% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling