+45.0%
AAPL vs SONY
-16.9%
+61.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | +3.8% | -2.7% | +6.5% | +4.4% |
| 30D | +9.9% | +1.5% | +8.4% | +9.6% |
| 3M | +12.5% | +13.0% | -0.5% | +9.4% |
| 6M | +27.6% | +11.2% | +16.4% | +24.1% |
| YTD | +22.6% | -6.6% | +29.2% | +23.5% |
| 1Y | +45.0% | -18.1% | +63.1% | +51.3% |
| All | +45.0% | -16.9% | +61.9% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling