+167.3%
APD vs SONY
+293.1%
-125.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | -3.3% | -2.7% | -0.6% | -2.5% |
| 30D | -4.2% | +1.5% | -5.7% | -4.6% |
| 3M | +5.4% | +13.0% | -7.6% | +1.3% |
| 6M | +6.3% | +11.2% | -5.0% | +2.1% |
| YTD | +20.3% | -6.6% | +27.0% | +21.7% |
| 1Y | +1.6% | -18.1% | +19.7% | +6.8% |
| 3Y | +4.0% | +42.1% | -38.1% | -10.5% |
| 5Y | +23.3% | +11.0% | +12.3% | +12.9% |
| All | +167.3% | +293.1% | -125.8% | +70.2% |
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