+21.5%
ADM vs SONY
+39.5%
-18.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +1.4% | -4.9% | +6.3% | +1.9% |
| 30D | +8.2% | -1.6% | +9.8% | +8.3% |
| 3M | +8.7% | +10.0% | -1.3% | +7.5% |
| 6M | +29.1% | +8.4% | +20.7% | +27.7% |
| YTD | +53.7% | -8.4% | +62.1% | +55.0% |
| 1Y | +43.2% | -18.4% | +61.6% | +46.2% |
| All | +21.5% | +39.5% | -18.0% | +16.7% |
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