+126.7%
AMAT vs SONY
+10.8%
+115.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.1% |
| 7D | -14.7% | +6.7% | -21.4% | -17.9% |
| 30D | -36.1% | +14.8% | -50.9% | -41.0% |
| 3M | -36.9% | +16.9% | -53.7% | -42.8% |
| 6M | -22.2% | +30.2% | -52.4% | -35.4% |
| YTD | +29.9% | +5.5% | +24.5% | +22.8% |
| 1Y | +43.3% | -4.6% | +47.8% | +43.7% |
| 3Y | +142.7% | +57.2% | +85.4% | +60.2% |
| All | +126.7% | +10.8% | +115.9% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling