+151.4%
ADBE vs SONY
+293.1%
-141.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.6% |
| 7D | -5.4% | -2.7% | -2.7% | -4.1% |
| 30D | -2.5% | +1.5% | -4.0% | -3.3% |
| 3M | +15.3% | +13.0% | +2.3% | +8.9% |
| 6M | -7.8% | +11.2% | -19.1% | -13.0% |
| YTD | -27.9% | -6.6% | -21.3% | -26.3% |
| 1Y | -28.0% | -18.1% | -9.9% | -21.9% |
| 3Y | -55.3% | +42.1% | -97.4% | -64.9% |
| 5Y | -61.7% | +11.0% | -72.8% | -66.3% |
| All | +151.4% | +293.1% | -141.6% | +28.7% |
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