+166.3%
SONY vs ACM
+230.8%
-64.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -1.2% | -3.7% | +2.6% | +0.2% |
| 30D | +9.4% | -11.1% | +20.6% | +13.5% |
| 3M | +10.5% | -8.0% | +18.5% | +12.9% |
| 6M | +11.7% | -29.7% | +41.3% | +24.9% |
| YTD | -4.1% | -29.4% | +25.3% | +6.4% |
| 1Y | -11.8% | -46.4% | +34.6% | +7.8% |
| 3Y | +45.9% | -22.3% | +68.2% | +53.5% |
| 5Y | +16.3% | +4.5% | +11.8% | +8.6% |
| 10Y | +297.6% | +127.6% | +170.0% | +155.1% |
| All | +166.3% | +230.8% | -64.4% | +9.7% |
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