+131.9%
AS vs SONY
+36.4%
+95.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -3.0% | +2.1% | -5.1% | -4.1% |
| 30D | +9.6% | +9.2% | +0.4% | +5.1% |
| 3M | -8.2% | +12.2% | -20.4% | -13.1% |
| 6M | -9.9% | +24.4% | -34.3% | -19.4% |
| YTD | -16.8% | +3.5% | -20.3% | -19.1% |
| 1Y | +3.0% | -9.2% | +12.1% | +6.2% |
| All | +131.9% | +36.4% | +95.5% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling