+46.9%
SONY vs ABCL
-79.5%
+126.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | -0.2% |
| 7D | +6.1% | +12.4% | -6.3% | +4.8% |
| 30D | +12.2% | -0.4% | +12.5% | +11.8% |
| 3M | +15.3% | +80.4% | -65.0% | +7.4% |
| 6M | +34.3% | +138.5% | -104.3% | +20.2% |
| YTD | +5.7% | +265.5% | -259.8% | -10.4% |
| 1Y | -2.3% | +219.7% | -222.0% | -16.2% |
| 3Y | +67.1% | +209.4% | -142.3% | +37.4% |
| 5Y | +13.0% | -15.0% | +28.0% | +1.4% |
| All | +46.9% | -79.5% | +126.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling