-35.9%
BABA vs SONY
-3.1%
-32.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +3.8% | +6.1% | -2.3% | +2.6% |
| 30D | -5.4% | +12.2% | -17.6% | -7.6% |
| 3M | -17.9% | +15.3% | -33.3% | -20.4% |
| 6M | -24.1% | +34.3% | -58.4% | -28.7% |
| YTD | -27.4% | +5.7% | -33.2% | -32.1% |
| All | -35.9% | -3.1% | -32.7% | -41.5% |
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