+319.9%
ADP vs SONY
+373.2%
-53.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +0.2% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +10.6% | +11.1% | -0.6% | +6.9% |
| 3M | +12.9% | +14.7% | -1.7% | +8.1% |
| 6M | +50.6% | +18.8% | +31.9% | +42.3% |
| YTD | +23.2% | +5.7% | +17.4% | +20.0% |
| 1Y | +25.3% | -8.1% | +33.3% | +27.6% |
| 3Y | +47.1% | +64.0% | -16.9% | +19.2% |
| 5Y | +50.1% | +12.6% | +37.4% | +36.8% |
| All | +319.9% | +373.2% | -53.3% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling