-11.9%
SONY vs ADVB
-61.6%
+49.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +42.7% | -42.0% | +1.2% |
| 7D | -3.2% | +74.2% | -77.4% | -2.4% |
| 30D | +9.6% | -35.9% | +45.4% | +9.4% |
| 3M | +13.3% | -56.4% | +69.7% | +12.8% |
| 6M | +20.3% | -36.7% | +57.0% | +19.1% |
| YTD | +4.1% | -43.3% | +47.5% | +1.5% |
| 1Y | -11.9% | -63.4% | +51.5% | -10.3% |
| All | -11.9% | -61.6% | +49.7% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling