+123.4%
ADI vs SONY
+42.2%
+81.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.2% | +4.3% |
| 7D | +4.6% | -2.7% | +7.3% | +5.5% |
| 30D | -1.2% | +1.5% | -2.7% | -1.8% |
| 3M | -7.8% | +13.0% | -20.8% | -12.3% |
| 6M | +19.3% | +11.2% | +8.1% | +13.7% |
| YTD | +40.9% | -6.6% | +47.6% | +44.1% |
| 1Y | +54.5% | -18.1% | +72.6% | +66.9% |
| 3Y | +123.4% | +42.1% | +81.4% | +91.8% |
| All | +123.4% | +42.2% | +81.2% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling