+319.9%
EAT vs SONY
+8.4%
+311.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -6.8% | -4.9% | -1.9% | -4.7% |
| 30D | -5.4% | -1.6% | -3.8% | -4.8% |
| 3M | +42.8% | +10.0% | +32.8% | +36.1% |
| 6M | +56.5% | +8.4% | +48.1% | +48.8% |
| YTD | +50.0% | -8.4% | +58.5% | +54.5% |
| 1Y | +38.3% | -18.4% | +56.6% | +49.6% |
| 3Y | +591.6% | +41.0% | +550.7% | +438.0% |
| All | +319.9% | +8.4% | +311.5% | +267.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling