+131.0%
AMDL vs SONY
+33.1%
+97.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +6.4% |
| 7D | +29.0% | -4.9% | +33.9% | +34.3% |
| 30D | +19.1% | -1.6% | +20.7% | +19.5% |
| 3M | +1.8% | +10.0% | -8.2% | -14.3% |
| 6M | +374.4% | +8.4% | +366.0% | +303.0% |
| YTD | +278.9% | -8.4% | +287.3% | +299.4% |
| 1Y | +510.6% | -18.4% | +528.9% | +666.0% |
| All | +131.0% | +33.1% | +97.9% | +78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling