+10,816.5%
ADP vs SONY
+543.6%
+10,272.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -3.4% | -1.2% | -2.3% | -3.2% |
| 30D | +2.8% | +9.4% | -6.7% | +0.6% |
| 3M | +20.9% | +10.5% | +10.5% | +18.0% |
| 6M | +29.9% | +11.7% | +18.2% | +25.9% |
| YTD | +9.6% | -4.1% | +13.7% | +10.0% |
| 1Y | -5.3% | -11.8% | +6.5% | -3.4% |
| 3Y | +16.5% | +45.9% | -29.4% | +3.7% |
| 5Y | +49.4% | +16.3% | +33.1% | +38.6% |
| 10Y | +282.2% | +297.6% | -15.4% | +164.2% |
| All | +10,816.5% | +543.6% | +10,272.9% | +5,181.2% |
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