+143.7%
AR vs SONY
+9.8%
+133.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.2% | -4.9% | +3.7% | +0.3% |
| 30D | +5.5% | -1.6% | +7.1% | +6.0% |
| 3M | +12.9% | +10.0% | +2.9% | +9.2% |
| 6M | +0.1% | +8.4% | -8.3% | -3.2% |
| YTD | +13.5% | -8.4% | +22.0% | +16.3% |
| 1Y | +21.6% | -18.4% | +39.9% | +29.6% |
| 3Y | +46.0% | +41.0% | +5.0% | +24.5% |
| 5Y | +143.7% | +9.3% | +134.5% | +129.3% |
| All | +143.7% | +9.8% | +133.9% | +129.3% |
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