+17.2%
ARM vs SONY
-4.4%
+21.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.5% |
| 7D | -10.4% | +5.2% | -15.6% | -10.8% |
| 30D | -31.8% | +10.7% | -42.6% | -33.0% |
| 3M | -32.2% | +12.1% | -44.4% | -33.9% |
| 6M | -14.9% | +32.6% | -47.5% | -23.4% |
| YTD | +66.0% | +4.3% | +61.7% | +58.4% |
| 1Y | +17.2% | -4.5% | +21.7% | +14.2% |
| All | +17.2% | -4.4% | +21.6% | +14.2% |
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 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