+280.4%
SONY vs ACM
+131.7%
+148.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | -5.8% | -5.9% | +0.1% | -4.0% |
| 30D | -0.4% | -6.2% | +5.8% | +1.3% |
| 3M | +13.3% | -7.9% | +21.2% | +15.4% |
| 6M | +8.5% | -30.6% | +39.1% | +20.2% |
| YTD | -8.1% | -33.3% | +25.2% | +2.5% |
| 1Y | -17.9% | -49.2% | +31.3% | -0.2% |
| 3Y | +41.4% | -23.5% | +64.9% | +48.3% |
| 5Y | +9.3% | +0.9% | +8.3% | +4.2% |
| All | +280.4% | +131.7% | +148.8% | +188.3% |
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