+12.6%
SONY vs ALLY
-10.0%
+22.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +11.1% | +5.2% | +5.9% | +9.5% |
| 3M | +14.7% | -13.3% | +28.0% | +19.1% |
| 6M | +18.8% | -6.7% | +25.4% | +20.5% |
| YTD | +5.7% | -12.8% | +18.6% | +8.8% |
| 1Y | -8.1% | +0.7% | -8.7% | -9.4% |
| 3Y | +64.0% | +65.2% | -1.2% | +35.2% |
| All | +12.6% | -10.0% | +22.6% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling