+19.6%
AVAV vs SONY
+10.8%
+8.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.0% | +12.4% | +11.1% |
| 7D | -10.6% | +6.7% | -17.3% | -13.0% |
| 30D | -18.8% | +14.8% | -33.6% | -23.1% |
| 3M | -34.1% | +16.9% | -51.0% | -38.1% |
| 6M | -35.3% | +30.2% | -65.6% | -42.0% |
| YTD | -53.4% | +5.5% | -58.9% | -54.9% |
| 1Y | -65.6% | -4.6% | -61.1% | -65.5% |
| 3Y | -5.1% | +57.2% | -62.3% | -22.9% |
| All | +19.6% | +10.8% | +8.8% | -2.8% |
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