+174.6%
ARM vs SONY
+59.1%
+115.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.6% |
| 7D | -15.2% | +6.7% | -21.9% | -18.3% |
| 30D | -40.7% | +14.8% | -55.5% | -45.3% |
| 3M | -39.1% | +16.9% | -56.0% | -44.7% |
| 6M | -26.4% | +30.2% | -56.7% | -38.2% |
| YTD | +59.7% | +5.5% | +54.3% | +52.3% |
| 1Y | +10.3% | -4.6% | +14.9% | +11.8% |
| 3Y | +228.9% | +57.2% | +171.6% | +143.5% |
| All | +174.6% | +59.1% | +115.5% | +103.0% |
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 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