+6.1%
AS vs SONY
-4.4%
+10.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.1% |
| 7D | +6.9% | +6.7% | +0.2% | +4.5% |
| 30D | +16.0% | +14.8% | +1.2% | +10.4% |
| 3M | -12.8% | +16.9% | -29.7% | -17.8% |
| 6M | -15.4% | +30.2% | -45.6% | -24.3% |
| YTD | -15.7% | +5.5% | -21.2% | -20.8% |
| 1Y | +6.1% | -4.6% | +10.6% | +1.5% |
| All | +6.1% | -4.4% | +10.5% | +1.5% |
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