+126.6%
ADM vs SONY
+373.2%
-246.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.4% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | -12.8% | +11.1% | -24.0% | -14.8% |
| 3M | -8.5% | +14.7% | -23.1% | -11.2% |
| 6M | -10.9% | +18.8% | -29.7% | -14.5% |
| YTD | +29.4% | +5.7% | +23.7% | +27.1% |
| 1Y | +27.5% | -8.1% | +35.6% | +29.1% |
| 3Y | +10.3% | +64.0% | -53.6% | -4.4% |
| 5Y | +27.4% | +12.6% | +14.7% | +19.2% |
| All | +126.6% | +373.2% | -246.5% | +65.0% |
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