+21,346.7%
ADBE vs SONY
+514.2%
+20,832.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | -8.9% | -4.9% | -4.0% | -6.9% |
| 30D | -6.6% | -1.6% | -5.0% | -6.0% |
| 3M | +7.1% | +10.0% | -2.9% | +3.1% |
| 6M | -9.8% | +8.4% | -18.2% | -13.2% |
| YTD | -27.2% | -8.4% | -18.7% | -25.2% |
| 1Y | -28.0% | -18.4% | -9.7% | -22.8% |
| 3Y | -54.5% | +41.0% | -95.5% | -62.4% |
| 5Y | -61.5% | +9.3% | -70.8% | -64.8% |
| 10Y | +156.4% | +281.7% | -125.2% | +37.0% |
| All | +21,346.7% | +514.2% | +20,832.5% | +8,069.2% |
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