+44.6%
AU vs SONY
-6.4%
+51.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.2% | +5.8% | +7.1% |
| 7D | +0.8% | +2.9% | -2.1% | -0.3% |
| 30D | -7.0% | +10.2% | -17.2% | -10.9% |
| 3M | +8.5% | +16.1% | -7.6% | +1.0% |
| 6M | -1.3% | +32.1% | -33.4% | -18.0% |
| YTD | +6.8% | +1.4% | +5.4% | +9.7% |
| 1Y | +44.6% | -7.0% | +51.6% | +63.0% |
| All | +44.6% | -6.4% | +51.0% | +63.0% |
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