+121,072.3%
AAPL vs SONY
+514.2%
+120,558.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -3.0% | -4.9% | +1.9% | -1.3% |
| 30D | +2.3% | -1.6% | +3.9% | +2.8% |
| 3M | +8.6% | +10.0% | -1.4% | +4.7% |
| 6M | +21.6% | +8.4% | +13.1% | +17.3% |
| YTD | +16.3% | -8.4% | +24.7% | +18.6% |
| 1Y | +35.1% | -18.4% | +53.4% | +42.9% |
| 3Y | +79.4% | +41.0% | +38.4% | +54.2% |
| 5Y | +109.8% | +9.3% | +100.6% | +95.4% |
| 10Y | +1,237.1% | +281.7% | +955.4% | +707.5% |
| All | +121,072.3% | +514.2% | +120,558.1% | +53,639.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling