+126.7%
EMB vs SONY
+185.5%
-58.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +0.5% | +5.2% | -4.7% | +0.1% |
| 30D | +0.9% | +10.7% | -9.8% | +0.1% |
| 3M | -2.1% | +12.1% | -14.2% | -3.0% |
| 6M | -2.2% | +32.6% | -34.8% | -4.5% |
| YTD | -0.6% | +4.3% | -4.9% | -1.2% |
| 1Y | +0.2% | -4.5% | +4.7% | +0.3% |
| 3Y | +29.5% | +56.9% | -27.4% | +24.1% |
| 5Y | +8.0% | +12.5% | -4.5% | +5.1% |
| 10Y | +35.3% | +371.7% | -336.4% | +20.6% |
| All | +126.7% | +185.5% | -58.8% | +97.7% |
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