+1,908.9%
ADM vs SONY
+543.6%
+1,365.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +3.8% | -1.2% | +4.9% | +4.0% |
| 30D | +9.8% | +9.4% | +0.3% | +7.6% |
| 3M | +2.1% | +10.5% | -8.3% | -0.5% |
| 6M | +27.5% | +11.7% | +15.8% | +23.7% |
| YTD | +50.2% | -4.1% | +54.3% | +50.5% |
| 1Y | +40.6% | -11.8% | +52.4% | +43.0% |
| 3Y | +17.2% | +45.9% | -28.7% | +4.8% |
| 5Y | +61.9% | +16.3% | +45.6% | +49.7% |
| 10Y | +159.3% | +297.6% | -138.3% | +77.8% |
| All | +1,908.9% | +543.6% | +1,365.3% | +908.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling