+784.0%
AU vs SONY
+243.8%
+540.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.6% | -4.9% | +5.6% | +1.7% |
| 30D | +12.3% | -1.6% | +13.9% | +12.6% |
| 3M | +29.4% | +10.0% | +19.4% | +26.5% |
| 6M | +3.2% | +8.4% | -5.2% | +1.2% |
| YTD | +31.8% | -8.4% | +40.2% | +33.7% |
| 1Y | +83.4% | -18.4% | +101.8% | +90.2% |
| 3Y | +623.1% | +41.0% | +582.1% | +564.7% |
| 5Y | +700.5% | +9.3% | +691.2% | +664.1% |
| 10Y | +717.6% | +281.7% | +435.9% | +492.8% |
| All | +784.0% | +243.8% | +540.2% | +492.2% |
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