+125.6%
EMB vs SONY
+189.4%
-63.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.3% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | +0.4% | +11.1% | -10.8% | -0.5% |
| 3M | -3.1% | +14.7% | -17.8% | -4.2% |
| 6M | -2.1% | +18.8% | -20.8% | -3.5% |
| YTD | -1.1% | +5.7% | -6.8% | -1.8% |
| 1Y | -0.1% | -8.1% | +8.0% | +0.3% |
| 3Y | +29.6% | +64.0% | -34.4% | +23.7% |
| 5Y | +7.2% | +12.6% | -5.4% | +4.3% |
| 10Y | +35.5% | +373.8% | -338.3% | +20.6% |
| All | +125.6% | +189.4% | -63.7% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling