+9.2%
AWK vs SONY
+39.5%
-30.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.6% | -4.9% | +5.5% | +0.9% |
| 30D | +4.3% | -1.6% | +5.9% | +4.4% |
| 3M | +12.5% | +10.0% | +2.5% | +11.8% |
| 6M | +3.3% | +8.4% | -5.1% | +2.7% |
| YTD | +9.8% | -8.4% | +18.2% | +10.3% |
| 1Y | +2.9% | -18.4% | +21.3% | +4.0% |
| All | +9.2% | +39.5% | -30.3% | +1.3% |
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