+11.0%
SONY vs ADVB
-97.5%
+108.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -2.0% |
| 7D | +6.7% | -13.9% | +20.6% | +6.7% |
| 30D | +14.8% | -68.1% | +82.9% | +15.0% |
| 3M | +16.9% | -73.4% | +90.3% | +17.2% |
| 6M | +30.2% | -70.8% | +101.0% | +29.0% |
| YTD | +5.5% | -66.1% | +71.6% | +2.8% |
| 1Y | -4.6% | -77.5% | +72.9% | -5.5% |
| All | +11.0% | -97.5% | +108.5% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling