+9.3%
SONY vs ALM
+958.0%
-948.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.2% |
| 7D | -4.9% | +3.6% | -8.5% | -5.1% |
| 30D | -1.6% | +33.8% | -35.4% | -3.1% |
| 3M | +10.0% | +14.8% | -4.8% | +8.8% |
| 6M | +8.4% | -7.0% | +15.4% | +7.8% |
| YTD | -8.4% | +108.1% | -116.5% | -12.6% |
| 1Y | -18.4% | +313.8% | -332.1% | -25.0% |
| 3Y | +41.0% | +2,227.6% | -2,186.7% | +19.6% |
| 5Y | +9.3% | +956.6% | -947.4% | -5.8% |
| All | +9.3% | +958.0% | -948.7% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling