+1,585.0%
ADM vs SONY
+598.6%
+986.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.1% |
| 7D | +0.7% | -3.2% | +3.9% | +1.4% |
| 30D | -14.7% | +9.6% | -24.3% | -16.4% |
| 3M | -10.4% | +13.3% | -23.7% | -13.0% |
| 6M | -10.9% | +20.3% | -31.3% | -14.9% |
| YTD | +26.0% | +4.1% | +21.9% | +23.8% |
| 1Y | +26.5% | -11.9% | +38.4% | +28.8% |
| 3Y | +8.2% | +56.6% | -48.4% | -4.6% |
| 5Y | +24.0% | +10.9% | +13.1% | +16.0% |
| 10Y | +128.4% | +366.6% | -238.3% | +51.2% |
| All | +1,585.0% | +598.6% | +986.4% | +729.9% |
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