-61.4%
ADBE vs SONY
+7.9%
-69.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -12.9% | -5.8% | -7.2% | -10.7% |
| 30D | -5.6% | -0.4% | -5.3% | -5.5% |
| 3M | +6.6% | +13.3% | -6.7% | +1.4% |
| 6M | -9.6% | +8.5% | -18.0% | -13.0% |
| YTD | -28.9% | -8.1% | -20.8% | -26.8% |
| 1Y | -28.9% | -17.9% | -11.0% | -23.5% |
| 3Y | -55.6% | +41.4% | -97.0% | -64.7% |
| All | -61.4% | +7.9% | -69.3% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling