-24.2%
AR vs SONY
+571.5%
-595.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +2.5% | -1.2% | +3.7% | +2.9% |
| 30D | +14.8% | +9.4% | +5.4% | +11.4% |
| 3M | +6.2% | +10.5% | -4.3% | +2.3% |
| 6M | +4.3% | +11.7% | -7.4% | -0.6% |
| YTD | +14.4% | -4.1% | +18.4% | +14.7% |
| 1Y | +21.3% | -11.8% | +33.1% | +25.1% |
| 3Y | +39.8% | +45.9% | -6.1% | +18.2% |
| 5Y | +142.1% | +16.3% | +125.8% | +117.7% |
| 10Y | +52.0% | +297.6% | -245.6% | -5.2% |
| All | -24.2% | +571.5% | -595.7% | -57.0% |
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