+153.3%
AMAT vs SONY
+63.5%
+89.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.3% | -3.0% |
| 7D | +11.4% | +0.3% | +11.1% | +11.3% |
| 30D | -17.0% | +11.1% | -28.2% | -19.2% |
| 3M | -30.6% | +14.7% | -45.3% | -33.3% |
| 6M | -14.9% | +18.8% | -33.7% | -19.5% |
| YTD | +44.7% | +5.7% | +38.9% | +42.6% |
| 1Y | +66.9% | -8.1% | +74.9% | +73.7% |
| 3Y | +153.3% | +64.0% | +89.3% | +104.7% |
| All | +153.3% | +63.5% | +89.8% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling