-18.4%
SONY vs ADVB
-3.0%
-15.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +5.0% | -0.4% |
| 7D | -4.9% | -13.0% | +8.1% | -5.0% |
| 30D | -1.6% | +7.5% | -9.1% | -1.5% |
| 3M | +10.0% | +129.1% | -119.1% | +9.3% |
| 6M | +8.4% | +71.7% | -63.3% | +6.7% |
| YTD | -8.4% | +45.5% | -54.0% | -9.8% |
| 1Y | -18.4% | -2.7% | -15.6% | -19.7% |
| All | -18.4% | -3.0% | -15.4% | -19.7% |
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 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