+12,085.4%
ADP vs SONY
+598.6%
+11,486.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +0.3% | -3.2% | +3.4% | +1.0% |
| 30D | +11.6% | +9.6% | +2.0% | +9.2% |
| 3M | +15.1% | +13.3% | +1.8% | +11.7% |
| 6M | +46.0% | +20.3% | +25.7% | +39.6% |
| YTD | +22.4% | +4.1% | +18.2% | +20.4% |
| 1Y | +24.5% | -11.9% | +36.4% | +27.2% |
| 3Y | +44.8% | +56.6% | -11.8% | +26.9% |
| 5Y | +49.1% | +10.9% | +38.1% | +40.1% |
| 10Y | +320.9% | +366.6% | -45.7% | +180.8% |
| All | +12,085.4% | +598.6% | +11,486.8% | +5,681.7% |
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