+25.3%
APD vs SONY
+9.8%
+15.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.6% | -4.9% | +0.3% | -3.5% |
| 30D | -4.2% | -1.6% | -2.6% | -3.9% |
| 3M | +5.0% | +10.0% | -5.0% | +2.4% |
| 6M | +8.9% | +8.4% | +0.5% | +6.3% |
| YTD | +21.9% | -8.4% | +30.3% | +24.0% |
| 1Y | +5.6% | -18.4% | +23.9% | +10.5% |
| 3Y | +6.9% | +41.0% | -34.1% | -5.0% |
| 5Y | +25.3% | +9.3% | +16.1% | +17.1% |
| All | +25.3% | +9.8% | +15.5% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling