+27.7%
SONY vs ABCL
-81.2%
+109.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -5.2% | +1.4% | -6.6% | -5.3% |
| 30D | +0.3% | +65.1% | -64.8% | -5.3% |
| 3M | +6.2% | +111.1% | -104.8% | -2.7% |
| 6M | +9.5% | +231.6% | -222.1% | -5.0% |
| YTD | -8.1% | +234.5% | -242.6% | -20.9% |
| 1Y | -17.9% | +174.3% | -192.3% | -28.5% |
| 3Y | +41.5% | +111.5% | -70.0% | +21.6% |
| 5Y | +11.8% | -37.3% | +49.1% | +2.9% |
| All | +27.7% | -81.2% | +109.0% | +21.7% |
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 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