+4,605.7%
ADSK vs SONY
+516.3%
+4,089.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -10.9% | -5.8% | -5.1% | -8.8% |
| 30D | -15.9% | -0.4% | -15.5% | -15.8% |
| 3M | -4.4% | +13.3% | -17.7% | -8.9% |
| 6M | -16.6% | +8.5% | -25.1% | -19.7% |
| YTD | -28.5% | -8.1% | -20.4% | -26.8% |
| 1Y | -34.6% | -17.9% | -16.7% | -30.4% |
| 3Y | -3.5% | +41.4% | -44.9% | -18.7% |
| 5Y | -25.6% | +9.3% | -34.9% | -30.7% |
| 10Y | +216.6% | +283.0% | -66.4% | +85.9% |
| All | +4,605.7% | +516.3% | +4,089.4% | +2,040.6% |
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 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