+57.2%
SONY vs ABCL
+156.0%
-98.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.7% | -8.7% | -2.4% |
| 7D | +6.7% | -3.2% | +9.9% | +6.8% |
| 30D | +14.8% | -7.4% | +22.2% | +15.0% |
| 3M | +16.9% | +81.9% | -65.0% | +9.7% |
| 6M | +30.2% | +135.7% | -105.5% | +18.3% |
| YTD | +5.5% | +247.4% | -241.9% | -8.6% |
| 1Y | -4.6% | +162.3% | -166.8% | -15.4% |
| 3Y | +57.2% | +165.5% | -108.3% | +29.7% |
| All | +57.2% | +156.0% | -98.8% | +29.7% |
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