+45.0%
ADP vs SONY
+9.8%
+35.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -5.7% | -4.9% | -0.8% | -4.5% |
| 30D | -3.1% | -1.6% | -1.5% | -2.7% |
| 3M | +15.6% | +10.0% | +5.6% | +12.9% |
| 6M | +20.8% | +8.4% | +12.4% | +18.1% |
| YTD | +4.7% | -8.4% | +13.2% | +6.6% |
| 1Y | -8.3% | -18.4% | +10.1% | -4.3% |
| 3Y | +13.6% | +41.0% | -27.4% | -0.2% |
| 5Y | +45.0% | +9.3% | +35.8% | +35.6% |
| All | +45.0% | +9.8% | +35.2% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling