+45.9%
SONY vs ABCL
+109.3%
-63.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -1.2% | +0.7% | -1.9% | -1.2% |
| 30D | +9.4% | +93.1% | -83.6% | +2.7% |
| 3M | +10.5% | +79.4% | -69.0% | +3.8% |
| 6M | +11.7% | +214.9% | -203.2% | -1.1% |
| YTD | -4.1% | +234.2% | -238.3% | -16.1% |
| 1Y | -11.8% | +174.8% | -186.5% | -22.0% |
| All | +45.9% | +109.3% | -63.4% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling