-34.5%
ADSK vs SONY
-16.9%
-17.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -2.5% | -2.7% | +0.2% | -1.7% |
| 30D | -14.9% | +1.5% | -16.4% | -15.3% |
| 3M | +3.3% | +13.0% | -9.7% | -0.7% |
| 6M | -15.7% | +11.2% | -26.9% | -18.4% |
| YTD | -28.2% | -6.6% | -21.6% | -27.7% |
| 1Y | -34.5% | -18.1% | -16.4% | -31.3% |
| All | -34.5% | -16.9% | -17.6% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling