+45.7%
ADM vs SONY
-18.6%
+64.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +3.0% | -5.8% | +8.8% | +3.3% |
| 30D | +8.7% | -0.4% | +9.1% | +8.7% |
| 3M | +7.6% | +13.3% | -5.7% | +6.7% |
| 6M | +26.9% | +8.5% | +18.4% | +26.2% |
| YTD | +54.3% | -8.1% | +62.4% | +56.1% |
| 1Y | +45.7% | -17.9% | +63.6% | +48.1% |
| All | +45.7% | -18.6% | +64.2% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling