+1,362.0%
AMAT vs SONY
+366.0%
+996.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.9% |
| 7D | +19.3% | -3.2% | +22.5% | +21.4% |
| 30D | -17.9% | +9.6% | -27.5% | -23.2% |
| 3M | -30.4% | +13.3% | -43.7% | -36.7% |
| 6M | -11.4% | +20.3% | -31.8% | -24.1% |
| YTD | +48.8% | +4.1% | +44.6% | +39.0% |
| 1Y | +66.0% | -11.9% | +77.9% | +72.4% |
| 3Y | +158.8% | +56.6% | +102.2% | +73.7% |
| 5Y | +153.2% | +10.9% | +142.2% | +113.7% |
| All | +1,362.0% | +366.0% | +996.0% | +487.3% |
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 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