-7.0%
SONY vs ACM
-46.6%
+39.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.7% |
| 7D | +2.9% | +9.5% | -6.6% | +1.4% |
| 30D | +10.2% | +14.7% | -4.5% | +7.8% |
| 3M | +16.1% | -9.5% | +25.6% | +16.8% |
| 6M | +32.1% | -18.0% | +50.2% | +34.0% |
| YTD | +1.4% | -27.3% | +28.6% | +4.3% |
| 1Y | -7.0% | -47.0% | +40.0% | +1.0% |
| All | -7.0% | -46.6% | +39.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling