+11.8%
AZO vs SONY
+42.2%
-30.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -3.6% | -2.7% | -0.9% | -3.3% |
| 30D | -5.6% | +1.5% | -7.1% | -5.7% |
| 3M | -6.6% | +13.0% | -19.7% | -8.0% |
| 6M | -22.5% | +11.2% | -33.7% | -23.7% |
| YTD | -15.2% | -6.6% | -8.5% | -15.5% |
| 1Y | -33.9% | -18.1% | -15.8% | -33.7% |
| 3Y | +11.8% | +42.1% | -30.3% | +7.0% |
| All | +11.8% | +42.2% | -30.4% | +7.0% |
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