+193.1%
APD vs SONY
+373.2%
-180.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +3.8% | +0.3% | +3.6% | +3.7% |
| 30D | +8.2% | +11.1% | -2.9% | +4.8% |
| 3M | +4.3% | +14.7% | -10.4% | 0.0% |
| 6M | +4.7% | +18.8% | -14.1% | -1.1% |
| YTD | +31.5% | +5.7% | +25.8% | +28.1% |
| 1Y | +23.5% | -8.1% | +31.6% | +25.7% |
| 3Y | +29.1% | +64.0% | -34.9% | +6.5% |
| 5Y | +15.9% | +12.6% | +3.2% | +6.4% |
| All | +193.1% | +373.2% | -180.1% | +76.4% |
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