+45.0%
SONY vs ABCL
-79.6%
+124.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +5.2% | +2.3% | +2.9% | +4.9% |
| 30D | +10.7% | -0.7% | +11.4% | +10.4% |
| 3M | +12.1% | +33.4% | -21.3% | +8.0% |
| 6M | +32.6% | +137.8% | -105.2% | +18.7% |
| YTD | +4.3% | +264.3% | -260.0% | -11.5% |
| 1Y | -4.5% | +209.2% | -213.7% | -17.7% |
| 3Y | +56.9% | +208.4% | -151.5% | +29.0% |
| 5Y | +12.5% | -11.9% | +24.3% | +0.7% |
| All | +45.0% | -79.6% | +124.5% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling