+1,630.9%
ADM vs SONY
+609.3%
+1,021.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.9% |
| 3M | -8.5% | +14.7% | -23.1% | -11.3% |
| 6M | -10.9% | +18.8% | -29.7% | -14.7% |
| YTD | +29.4% | +5.7% | +23.7% | +26.8% |
| 1Y | +27.5% | -8.1% | +35.6% | +28.7% |
| 3Y | +10.3% | +64.0% | -53.6% | -3.7% |
| 5Y | +27.4% | +12.6% | +14.7% | +18.7% |
| 10Y | +134.6% | +373.8% | -239.2% | +54.8% |
| All | +1,630.9% | +609.3% | +1,021.5% | +749.8% |
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