+2.1%
AS vs SONY
-6.4%
+8.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.3% |
| 7D | +13.8% | +2.9% | +10.9% | +12.7% |
| 30D | +16.7% | +10.2% | +6.4% | +12.8% |
| 3M | -11.5% | +16.1% | -27.6% | -16.2% |
| 6M | -5.5% | +32.1% | -37.6% | -16.7% |
| YTD | -14.2% | +1.4% | -15.6% | -18.8% |
| 1Y | +2.1% | -7.0% | +9.1% | -2.5% |
| All | +2.1% | -6.4% | +8.5% | -2.5% |
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