+119,660.7%
AMAT vs SONY
+594.1%
+119,066.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.4% |
| 7D | +7.0% | +2.1% | +4.9% | +5.3% |
| 30D | -20.6% | +9.2% | -29.8% | -24.6% |
| 3M | -24.8% | +12.2% | -37.0% | -29.9% |
| 6M | -10.7% | +24.4% | -35.2% | -22.2% |
| YTD | +54.3% | +3.5% | +50.8% | +46.3% |
| 1Y | +73.7% | -9.2% | +82.9% | +74.9% |
| 3Y | +168.4% | +55.6% | +112.8% | +104.1% |
| 5Y | +167.6% | +12.0% | +155.6% | +139.2% |
| 10Y | +1,425.2% | +363.7% | +1,061.5% | +621.4% |
| All | +119,660.7% | +594.1% | +119,066.6% | +41,910.0% |
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 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