+27.2%
SONY vs ABCL
-81.9%
+109.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.1% |
| 7D | -4.9% | -2.7% | -2.2% | -4.7% |
| 30D | -1.6% | +18.3% | -19.9% | -3.5% |
| 3M | +10.0% | +108.5% | -98.5% | +0.8% |
| 6M | +8.4% | +213.9% | -205.5% | -5.5% |
| YTD | -8.4% | +223.1% | -231.5% | -21.0% |
| 1Y | -18.4% | +160.6% | -179.0% | -28.5% |
| 3Y | +41.0% | +104.3% | -63.3% | +21.5% |
| 5Y | +9.3% | -40.0% | +49.3% | +0.9% |
| All | +27.2% | -81.9% | +109.1% | +21.6% |
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