+11.2%
SONY vs ADVB
-97.4%
+108.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.2% |
| 7D | +6.1% | -1.2% | +7.3% | +6.1% |
| 30D | +12.2% | -61.4% | +73.6% | +12.4% |
| 3M | +15.3% | -67.8% | +83.2% | +15.6% |
| 6M | +34.3% | -66.9% | +101.2% | +32.7% |
| YTD | +5.7% | -64.9% | +70.6% | +3.1% |
| 1Y | -2.3% | -74.8% | +72.4% | -3.6% |
| All | +11.2% | -97.4% | +108.6% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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