+6,467.5%
ABT vs SONY
+516.6%
+5,950.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -1.9% |
| 7D | -3.1% | -5.2% | +2.0% | -2.2% |
| 30D | -2.1% | +0.3% | -2.4% | -2.2% |
| 3M | +17.4% | +6.2% | +11.2% | +16.1% |
| 6M | -2.4% | +9.5% | -11.9% | -4.2% |
| YTD | -14.2% | -8.1% | -6.1% | -13.3% |
| 1Y | -18.3% | -17.9% | -0.4% | -15.9% |
| 3Y | +11.5% | +41.5% | -30.0% | +2.8% |
| 5Y | -9.9% | +11.8% | -21.7% | -14.2% |
| 10Y | +204.4% | +275.4% | -71.0% | +135.7% |
| All | +6,467.5% | +516.6% | +5,950.9% | +3,512.1% |
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