+134.9%
AS vs SONY
+39.0%
+95.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.3% |
| 7D | +6.9% | +6.7% | +0.2% | +3.8% |
| 30D | +16.0% | +14.8% | +1.2% | +8.9% |
| 3M | -12.8% | +16.9% | -29.7% | -19.1% |
| 6M | -15.4% | +30.2% | -45.6% | -26.1% |
| YTD | -15.7% | +5.5% | -21.2% | -18.8% |
| 1Y | +6.1% | -4.6% | +10.6% | +6.8% |
| All | +134.9% | +39.0% | +95.8% | +112.6% |
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