+193.6%
SONY vs ACM
+252.1%
-58.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.3% |
| 7D | +0.3% | +5.6% | -5.4% | -1.7% |
| 30D | +11.1% | +20.8% | -9.7% | +3.7% |
| 3M | +14.7% | +11.4% | +3.2% | +9.9% |
| 6M | +18.8% | +0.9% | +17.8% | +17.1% |
| YTD | +5.7% | -24.8% | +30.6% | +14.5% |
| 1Y | -8.1% | -46.4% | +38.4% | +12.3% |
| 3Y | +64.0% | -9.2% | +73.2% | +62.8% |
| 5Y | +12.6% | +5.0% | +7.7% | +5.0% |
| 10Y | +373.8% | +130.6% | +243.2% | +204.1% |
| All | +193.6% | +252.1% | -58.5% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling