+45.2%
AMZN vs SONY
+8.8%
+36.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -2.7% | -5.8% | +3.1% | 0.0% |
| 30D | -7.5% | -0.4% | -7.1% | -7.4% |
| 3M | +5.8% | +13.3% | -7.5% | -0.6% |
| 6M | +17.5% | +8.5% | +9.0% | +11.8% |
| YTD | +9.1% | -8.1% | +17.3% | +12.4% |
| 1Y | +9.4% | -17.9% | +27.3% | +18.7% |
| 3Y | +82.2% | +41.4% | +40.8% | +39.2% |
| 5Y | +45.2% | +9.3% | +35.9% | +28.1% |
| All | +45.2% | +8.8% | +36.4% | +28.1% |
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