+57.4%
MAR vs SONY
-6.4%
+63.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.5% |
| 7D | +7.7% | +2.9% | +4.8% | +7.0% |
| 30D | +19.4% | +10.2% | +9.1% | +16.5% |
| 3M | +23.3% | +16.1% | +7.2% | +18.7% |
| 6M | +22.8% | +32.1% | -9.3% | +13.8% |
| YTD | +37.8% | +1.4% | +36.4% | +33.4% |
| 1Y | +57.4% | -7.0% | +64.4% | +54.5% |
| All | +57.4% | -6.4% | +63.7% | +54.5% |
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 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