+131.1%
ADI vs SONY
+8.8%
+122.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | +1.3% | -5.8% | +7.1% | +4.0% |
| 30D | -6.0% | -0.4% | -5.6% | -6.0% |
| 3M | -7.7% | +13.3% | -21.0% | -13.9% |
| 6M | +14.0% | +8.5% | +5.5% | +8.0% |
| YTD | +34.4% | -8.1% | +42.5% | +38.1% |
| 1Y | +48.0% | -17.9% | +65.9% | +60.8% |
| 3Y | +113.3% | +41.4% | +71.9% | +66.6% |
| 5Y | +131.1% | +9.3% | +121.8% | +103.3% |
| All | +131.1% | +8.8% | +122.3% | +103.3% |
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