+86.5%
ATI vs SONY
-6.4%
+92.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | +8.3% | +2.9% | +5.4% | +8.0% |
| 30D | -7.3% | +10.2% | -17.5% | -8.7% |
| 3M | -10.5% | +16.1% | -26.6% | -13.1% |
| 6M | +16.4% | +32.1% | -15.8% | +6.5% |
| YTD | +56.1% | +1.4% | +54.7% | +51.8% |
| 1Y | +86.5% | -7.0% | +93.5% | +83.6% |
| All | +86.5% | -6.4% | +92.9% | +83.6% |
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 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