+114.1%
AS vs SONY
+21.2%
+92.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.3% | -1.0% |
| 7D | -2.6% | -5.2% | +2.5% | -0.3% |
| 30D | -22.1% | +0.3% | -22.4% | -22.4% |
| 3M | -15.3% | +6.2% | -21.5% | -18.1% |
| 6M | -15.6% | +9.5% | -25.1% | -19.9% |
| YTD | -23.2% | -8.1% | -15.1% | -21.1% |
| 1Y | -21.7% | -17.9% | -3.8% | -15.7% |
| All | +114.1% | +21.2% | +92.9% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling