+268.6%
ARM vs SONY
+63.5%
+205.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.2% | -5.3% |
| 7D | +9.1% | +0.3% | +8.9% | +8.9% |
| 30D | -19.9% | +11.1% | -31.1% | -24.6% |
| 3M | -31.6% | +14.7% | -46.3% | -37.1% |
| 6M | -13.9% | +18.8% | -32.6% | -23.0% |
| YTD | +74.3% | +5.7% | +68.6% | +66.4% |
| 1Y | +35.8% | -8.1% | +43.8% | +41.2% |
| 3Y | +268.6% | +64.0% | +204.6% | +175.8% |
| All | +268.6% | +63.5% | +205.1% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling