-36.7%
AUR vs SONY
+21.5%
-58.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.9% |
| 7D | +0.2% | -5.8% | +5.9% | +5.1% |
| 30D | -8.9% | -0.4% | -8.5% | -9.0% |
| 3M | +4.6% | +13.3% | -8.7% | -8.3% |
| 6M | +44.9% | +8.5% | +36.4% | +32.2% |
| YTD | +64.8% | -8.1% | +73.0% | +73.8% |
| 1Y | +16.4% | -17.9% | +34.3% | +34.6% |
| 3Y | +85.1% | +41.4% | +43.6% | +27.4% |
| 5Y | -36.1% | +9.3% | -45.4% | -42.7% |
| All | -36.7% | +21.5% | -58.2% | -43.2% |
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