+9.3%
SONY vs ALC
-17.4%
+26.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -4.9% | -5.3% | +0.4% | -2.9% |
| 30D | -1.6% | -7.1% | +5.5% | +1.2% |
| 3M | +10.0% | +0.8% | +9.2% | +9.3% |
| 6M | +8.4% | -16.0% | +24.4% | +15.3% |
| YTD | -8.4% | -12.7% | +4.3% | -4.3% |
| 1Y | -18.4% | -12.8% | -5.5% | -14.9% |
| 3Y | +41.0% | -15.8% | +56.8% | +46.7% |
| 5Y | +9.3% | -16.7% | +25.9% | +12.5% |
| All | +9.3% | -17.4% | +26.7% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling