+9.3%
SONY vs ACM
+2.7%
+6.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.6% |
| 7D | -4.9% | -3.7% | -1.2% | -3.7% |
| 30D | -1.6% | -12.7% | +11.1% | +2.6% |
| 3M | +10.0% | -9.8% | +19.8% | +13.0% |
| 6M | +8.4% | -31.4% | +39.8% | +22.5% |
| YTD | -8.4% | -32.1% | +23.6% | +3.0% |
| 1Y | -18.4% | -47.8% | +29.5% | +1.9% |
| 3Y | +41.0% | -22.1% | +63.0% | +43.7% |
| 5Y | +9.3% | +1.8% | +7.5% | -2.1% |
| All | +9.3% | +2.7% | +6.5% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling