-35.1%
AUR vs SONY
+9.6%
-44.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.1% |
| 7D | +1.4% | -2.7% | +4.1% | +3.7% |
| 30D | -6.4% | +1.5% | -7.9% | -8.1% |
| 3M | +7.7% | +13.0% | -5.3% | -5.9% |
| 6M | +44.5% | +11.2% | +33.3% | +28.2% |
| YTD | +67.4% | -6.6% | +74.1% | +74.4% |
| 1Y | +15.4% | -18.1% | +33.6% | +35.1% |
| 3Y | +94.8% | +42.1% | +52.8% | +28.7% |
| All | -35.1% | +9.6% | -44.8% | -37.9% |
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