+168.6%
SONY vs ALC
+16.1%
+152.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -2.7% | -6.3% | +3.7% | -0.2% |
| 30D | +1.5% | -10.3% | +11.8% | +5.9% |
| 3M | +13.0% | -0.7% | +13.7% | +12.9% |
| 6M | +11.2% | -17.8% | +29.1% | +19.1% |
| YTD | -6.6% | -15.8% | +9.2% | -1.2% |
| 1Y | -18.1% | -16.7% | -1.4% | -13.2% |
| 3Y | +42.1% | -19.7% | +61.8% | +50.6% |
| 5Y | +11.0% | -19.8% | +30.8% | +15.3% |
| All | +168.6% | +16.1% | +152.4% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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