+199.0%
AMD vs SONY
+10.8%
+188.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.0% | +13.0% | +12.3% |
| 7D | -11.0% | +6.7% | -17.8% | -15.9% |
| 30D | -30.5% | +14.8% | -45.3% | -37.9% |
| 3M | -8.2% | +16.9% | -25.1% | -19.8% |
| 6M | +6.6% | +30.2% | -23.7% | -17.0% |
| YTD | +109.7% | +5.5% | +104.2% | +93.1% |
| 1Y | +88.9% | -4.6% | +93.5% | +89.1% |
| 3Y | +301.8% | +57.2% | +244.6% | +147.1% |
| All | +199.0% | +10.8% | +188.3% | +159.8% |
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