+61.5%
SONY vs ALM
+836.8%
-775.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.0% |
| 7D | -3.2% | -4.0% | +0.8% | -3.0% |
| 30D | +9.6% | -30.5% | +40.1% | +11.4% |
| 3M | +13.3% | -46.9% | +60.2% | +16.4% |
| 6M | +20.3% | -65.5% | +85.8% | +26.3% |
| YTD | +4.1% | -13.4% | +17.5% | +2.5% |
| 1Y | -11.9% | +9.8% | -21.7% | -14.8% |
| All | +61.5% | +836.8% | -775.3% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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