+678.6%
AU vs SONY
+9.6%
+669.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -4.3% | -2.7% | -1.6% | -3.5% |
| 30D | +7.3% | +1.5% | +5.8% | +6.7% |
| 3M | +26.3% | +13.0% | +13.3% | +20.9% |
| 6M | +1.8% | +11.2% | -9.5% | -2.3% |
| YTD | +26.8% | -6.6% | +33.5% | +28.2% |
| 1Y | +66.7% | -18.1% | +84.8% | +74.9% |
| 3Y | +579.1% | +42.1% | +537.0% | +492.3% |
| All | +678.6% | +9.6% | +669.0% | +582.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling