+41.5%
SONY vs ALC
-15.5%
+57.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -3.5% |
| 7D | -5.2% | -3.7% | -1.5% | -3.9% |
| 30D | +0.3% | -3.7% | +4.0% | +1.6% |
| 3M | +6.2% | +4.6% | +1.7% | +4.3% |
| 6M | +9.5% | -14.6% | +24.1% | +15.3% |
| YTD | -8.1% | -11.9% | +3.8% | -4.6% |
| 1Y | -17.9% | -13.1% | -4.8% | -14.5% |
| 3Y | +41.5% | -15.0% | +56.5% | +54.1% |
| All | +41.5% | -15.5% | +57.0% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling