+311.3%
ARM vs SONY
+38.7%
+272.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.2% | +7.9% | +6.0% |
| 7D | +11.4% | -5.2% | +16.5% | +14.4% |
| 30D | -7.4% | +0.3% | -7.7% | -8.1% |
| 3M | -24.5% | +6.2% | -30.7% | -28.2% |
| 6M | +128.7% | +9.5% | +119.1% | +112.6% |
| YTD | +139.3% | -8.1% | +147.3% | +147.5% |
| 1Y | +88.0% | -17.9% | +105.9% | +108.1% |
| All | +311.3% | +38.7% | +272.6% | +229.7% |
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