-64.8%
AVTR vs SONY
+8.8%
-73.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.0% | -5.8% | +3.7% | 0.0% |
| 30D | +8.1% | -0.4% | +8.4% | +8.0% |
| 3M | +54.2% | +13.3% | +40.9% | +47.3% |
| 6M | +82.6% | +8.5% | +74.1% | +76.0% |
| YTD | +29.8% | -8.1% | +38.0% | +32.7% |
| 1Y | +18.0% | -17.9% | +35.9% | +25.7% |
| 3Y | -26.4% | +41.4% | -67.9% | -38.0% |
| 5Y | -64.8% | +9.3% | -74.1% | -68.8% |
| All | -64.8% | +8.8% | -73.6% | -68.8% |
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