-35.3%
BABA vs SONY
-6.4%
-28.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.5% |
| 7D | +4.3% | +2.9% | +1.4% | +3.7% |
| 30D | -5.0% | +10.2% | -15.2% | -6.8% |
| 3M | -18.4% | +16.1% | -34.5% | -21.0% |
| 6M | -20.3% | +32.1% | -52.4% | -24.9% |
| YTD | -27.5% | +1.4% | -28.9% | -31.2% |
| 1Y | -35.3% | -7.0% | -28.3% | -39.9% |
| All | -35.3% | -6.4% | -28.9% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling