+120.4%
AS vs SONY
+26.5%
+93.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.3% |
| 7D | -4.9% | -1.2% | -3.7% | -4.4% |
| 30D | -19.6% | +9.4% | -29.0% | -23.0% |
| 3M | -14.4% | +10.5% | -24.9% | -18.6% |
| 6M | -20.1% | +11.7% | -31.8% | -24.8% |
| YTD | -20.9% | -4.1% | -16.9% | -20.3% |
| 1Y | -21.9% | -11.8% | -10.1% | -18.7% |
| All | +120.4% | +26.5% | +93.9% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling