+10.9%
SONY vs ALM
+387.9%
-377.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.9% |
| 7D | -3.2% | -4.0% | +0.8% | -3.1% |
| 30D | +9.6% | -30.5% | +40.1% | +11.1% |
| 3M | +13.3% | -46.9% | +60.2% | +15.9% |
| 6M | +20.3% | -65.5% | +85.8% | +25.2% |
| YTD | +4.1% | -13.4% | +17.5% | +3.1% |
| 1Y | -11.9% | +9.8% | -21.7% | -14.0% |
| 3Y | +56.6% | +783.1% | -726.5% | +38.8% |
| 5Y | +10.9% | +378.3% | -367.4% | +0.1% |
| All | +10.9% | +387.9% | -377.0% | +0.1% |
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