+131.7%
EMB vs SONY
+162.5%
-30.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | -0.3% | +9.4% | -9.7% | -1.0% |
| 3M | -0.4% | +10.5% | -10.9% | -1.3% |
| 6M | +0.1% | +11.7% | -11.6% | -0.9% |
| YTD | +1.6% | -4.1% | +5.7% | +1.7% |
| 1Y | +5.6% | -11.8% | +17.4% | +6.3% |
| 3Y | +29.8% | +45.9% | -16.1% | +25.1% |
| 5Y | +7.3% | +16.3% | -9.0% | +4.3% |
| 10Y | +30.4% | +297.6% | -267.2% | +17.5% |
| All | +131.7% | +162.5% | -30.8% | +103.4% |
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