+1,315.3%
AMAT vs SONY
+376.6%
+938.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.2% | +11.1% | +11.2% |
| 7D | -1.1% | +6.1% | -7.1% | -5.1% |
| 30D | -26.9% | +12.2% | -39.1% | -32.5% |
| 3M | -31.2% | +15.3% | -46.5% | -38.1% |
| 6M | -14.7% | +34.3% | -49.0% | -31.9% |
| YTD | +44.7% | +5.7% | +39.0% | +34.1% |
| 1Y | +62.0% | -2.3% | +64.3% | +57.3% |
| 3Y | +165.0% | +67.1% | +97.8% | +70.1% |
| 5Y | +147.1% | +13.0% | +134.1% | +106.5% |
| 10Y | +1,315.3% | +372.1% | +943.2% | +463.1% |
| All | +1,315.3% | +376.6% | +938.6% | +463.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling