+96.9%
AU vs SONY
-10.8%
+107.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | -3.6% | -1.2% | -2.5% | -3.2% |
| 30D | +23.9% | +9.4% | +14.4% | +19.3% |
| 3M | +19.1% | +10.5% | +8.6% | +13.9% |
| 6M | -0.2% | +11.7% | -11.8% | -6.1% |
| YTD | +32.5% | -4.1% | +36.5% | +32.2% |
| 1Y | +96.9% | -11.8% | +108.7% | +107.8% |
| All | +96.9% | -10.8% | +107.8% | +107.8% |
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