+281.7%
SONY vs ALLY
+178.1%
+103.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -4.9% | -1.9% | -3.0% | -4.4% |
| 30D | -1.6% | -4.5% | +2.9% | -0.5% |
| 3M | +10.0% | -2.8% | +12.8% | +10.6% |
| 6M | +8.4% | +10.3% | -1.9% | +5.1% |
| YTD | -8.4% | -5.7% | -2.7% | -7.8% |
| 1Y | -18.4% | +3.9% | -22.3% | -20.1% |
| 3Y | +41.0% | +64.7% | -23.7% | +19.3% |
| 5Y | +9.3% | -2.6% | +11.9% | +2.7% |
| 10Y | +281.7% | +186.0% | +95.7% | +172.7% |
| All | +281.7% | +178.1% | +103.6% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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