-27.1%
AVTR vs SONY
+40.0%
-67.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.0% | -5.8% | +3.7% | -0.5% |
| 30D | +8.1% | -0.4% | +8.4% | +8.0% |
| 3M | +54.2% | +13.3% | +40.9% | +48.8% |
| 6M | +82.6% | +8.5% | +74.1% | +77.3% |
| YTD | +29.8% | -8.1% | +38.0% | +32.2% |
| 1Y | +18.0% | -17.9% | +35.9% | +24.3% |
| All | -27.1% | +40.0% | -67.1% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling