+485.2%
AVAV vs SONY
+285.5%
+199.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | -3.2% | -4.9% | +1.8% | -1.3% |
| 30D | -25.6% | -1.6% | -24.0% | -25.2% |
| 3M | -20.2% | +10.0% | -30.2% | -23.5% |
| 6M | -38.1% | +8.4% | -46.5% | -40.6% |
| YTD | -41.8% | -8.4% | -33.4% | -40.3% |
| 1Y | -39.0% | -18.4% | -20.7% | -34.7% |
| 3Y | +24.1% | +41.0% | -16.9% | +3.5% |
| 5Y | +53.0% | +9.3% | +43.8% | +37.9% |
| All | +485.2% | +285.5% | +199.7% | +244.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling