+967.2%
AWK vs SONY
+212.7%
+754.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.5% |
| 7D | +2.2% | -5.2% | +7.3% | +3.0% |
| 30D | +4.4% | +0.3% | +4.1% | +4.3% |
| 3M | +15.4% | +6.2% | +9.1% | +14.0% |
| 6M | +3.5% | +9.5% | -6.0% | +1.6% |
| YTD | +9.8% | -8.1% | +17.9% | +10.8% |
| 1Y | +3.0% | -17.9% | +20.9% | +5.6% |
| 3Y | +9.7% | +41.5% | -31.9% | +0.9% |
| 5Y | -17.2% | +11.8% | -29.0% | -21.6% |
| 10Y | +126.1% | +275.4% | -149.3% | +72.7% |
| All | +967.2% | +212.7% | +754.6% | +638.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling