+11.8%
SONY vs ALLY
-0.2%
+12.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.9% | -3.3% |
| 7D | -5.2% | +1.0% | -6.2% | -5.4% |
| 30D | +0.3% | -3.3% | +3.6% | +1.2% |
| 3M | +6.2% | +0.5% | +5.8% | +5.8% |
| 6M | +9.5% | +12.6% | -3.0% | +5.3% |
| YTD | -8.1% | -4.7% | -3.4% | -7.6% |
| 1Y | -17.9% | +5.2% | -23.2% | -20.1% |
| 3Y | +41.5% | +66.5% | -25.0% | +16.8% |
| 5Y | +11.8% | +0.2% | +11.6% | +6.6% |
| All | +11.8% | -0.2% | +12.1% | +6.6% |
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