+5.4%
APD vs SONY
-18.8%
+24.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -4.6% | -4.9% | +0.3% | -4.2% |
| 30D | -4.2% | -1.6% | -2.6% | -4.1% |
| 3M | +5.0% | +10.0% | -5.0% | +4.6% |
| 6M | +8.9% | +8.4% | +0.5% | +8.5% |
| YTD | +21.9% | -8.4% | +30.3% | +25.8% |
| All | +5.4% | -18.8% | +24.3% | +11.9% |
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