+137,736.4%
AMAT vs SONY
+543.6%
+137,192.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.1% |
| 7D | -1.5% | -1.2% | -0.3% | -1.0% |
| 30D | -14.8% | +9.4% | -24.2% | -18.7% |
| 3M | -9.3% | +10.5% | -19.8% | -15.0% |
| 6M | +27.4% | +11.7% | +15.7% | +18.5% |
| YTD | +77.6% | -4.1% | +81.6% | +76.8% |
| 1Y | +188.9% | -11.8% | +200.7% | +198.0% |
| 3Y | +202.3% | +45.9% | +156.4% | +139.7% |
| 5Y | +248.9% | +16.3% | +232.6% | +211.0% |
| 10Y | +1,585.2% | +297.6% | +1,287.6% | +764.3% |
| All | +137,736.4% | +543.6% | +137,192.8% | +50,689.7% |
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 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