+1,121.6%
ATI vs SONY
+50.3%
+1,071.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | +0.5% |
| 7D | +3.2% | -5.2% | +8.3% | +5.9% |
| 30D | -9.0% | +0.3% | -9.3% | -9.4% |
| 3M | +15.1% | +6.2% | +8.9% | +10.3% |
| 6M | +38.1% | +9.5% | +28.6% | +30.0% |
| YTD | +80.7% | -8.1% | +88.7% | +85.3% |
| 1Y | +167.5% | -17.9% | +185.4% | +188.5% |
| 3Y | +366.0% | +41.5% | +324.5% | +269.1% |
| 5Y | +1,088.8% | +11.8% | +1,076.9% | +936.8% |
| 10Y | +1,055.0% | +275.4% | +779.6% | +424.2% |
| All | +1,121.6% | +50.3% | +1,071.3% | +390.3% |
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