+5.2%
AVTR vs SONY
+129.5%
-124.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +3.6% |
| 7D | +7.4% | -5.2% | +12.6% | +9.7% |
| 30D | +12.2% | +0.3% | +11.9% | +11.8% |
| 3M | +57.4% | +6.2% | +51.1% | +52.8% |
| 6M | +86.7% | +9.5% | +77.1% | +77.7% |
| YTD | +33.1% | -8.1% | +41.2% | +36.4% |
| 1Y | +16.1% | -17.9% | +34.1% | +25.0% |
| 3Y | -24.6% | +41.5% | -66.1% | -39.0% |
| 5Y | -63.5% | +11.8% | -75.3% | -67.7% |
| All | +5.2% | +129.5% | -124.3% | -43.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling