+368.5%
SONY vs ACM
+131.3%
+237.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.2% | +5.1% | -8.3% | -4.8% |
| 30D | +9.6% | +18.7% | -9.1% | +3.5% |
| 3M | +13.3% | +15.5% | -2.2% | +7.7% |
| 6M | +20.3% | +1.2% | +19.1% | +18.7% |
| YTD | +4.1% | -25.2% | +29.4% | +12.4% |
| 1Y | -11.9% | -46.3% | +34.4% | +6.3% |
| 3Y | +56.6% | -9.6% | +66.2% | +55.3% |
| 5Y | +10.9% | +4.4% | +6.5% | +3.9% |
| All | +368.5% | +131.3% | +237.2% | +228.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling