+197.1%
ABT vs SONY
+293.1%
-95.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | -5.9% | -2.7% | -3.2% | -5.2% |
| 30D | -8.1% | +1.5% | -9.6% | -8.5% |
| 3M | +14.5% | +13.0% | +1.5% | +10.4% |
| 6M | -6.3% | +11.2% | -17.5% | -9.6% |
| YTD | -17.1% | -6.6% | -10.5% | -16.0% |
| 1Y | -21.4% | -18.1% | -3.2% | -17.5% |
| 3Y | +5.9% | +42.1% | -36.1% | -9.0% |
| 5Y | -12.8% | +11.0% | -23.8% | -20.4% |
| All | +197.1% | +293.1% | -95.9% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling