+5.6%
EMB vs SONY
-10.8%
+16.4%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | 0.0% | -1.2% | +1.2% | 0.0% |
| 30D | -0.3% | +9.4% | -9.7% | -0.8% |
| 3M | -0.4% | +10.5% | -10.9% | -1.0% |
| 6M | +0.1% | +11.7% | -11.6% | -0.8% |
| YTD | +1.6% | -4.1% | +5.7% | +1.2% |
| 1Y | +5.6% | -11.8% | +17.4% | +5.9% |
| All | +5.6% | -10.8% | +16.4% | +5.9% |
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