+192.8%
APD vs SONY
+366.0%
-173.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +2.2% | -3.2% | +5.4% | +3.1% |
| 30D | +9.4% | +9.6% | -0.1% | +6.4% |
| 3M | +4.7% | +13.3% | -8.6% | +0.7% |
| 6M | +5.5% | +20.3% | -14.8% | -0.8% |
| YTD | +31.4% | +4.1% | +27.3% | +28.5% |
| 1Y | +24.1% | -11.9% | +36.0% | +27.9% |
| 3Y | +28.8% | +56.6% | -27.8% | +7.8% |
| 5Y | +15.8% | +10.9% | +4.8% | +6.7% |
| All | +192.8% | +366.0% | -173.2% | +77.0% |
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