-24.9%
BABA vs SONY
-18.5%
-6.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -2.2% | -4.9% | +2.8% | -1.0% |
| 30D | -17.3% | -1.6% | -15.7% | -17.1% |
| 3M | -7.8% | +10.0% | -17.8% | -10.2% |
| 6M | -16.8% | +8.4% | -25.2% | -18.7% |
| YTD | -24.7% | -8.4% | -16.2% | -24.8% |
| 1Y | -24.9% | -18.4% | -6.6% | -23.0% |
| All | -24.9% | -18.5% | -6.5% | -23.0% |
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 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