+107.2%
APA vs SONY
-6.4%
+113.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.2% | -9.1% | -6.9% |
| 7D | -13.0% | +2.9% | -15.8% | -13.0% |
| 30D | +2.0% | +10.2% | -8.3% | +1.7% |
| 3M | +24.9% | +16.1% | +8.8% | +24.4% |
| 6M | +7.2% | +32.1% | -25.0% | +8.2% |
| YTD | +87.1% | +1.4% | +85.7% | +97.0% |
| 1Y | +107.2% | -7.0% | +114.2% | +122.6% |
| All | +107.2% | -6.4% | +113.5% | +122.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling