+6,187.9%
APD vs SONY
+599.9%
+5,588.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -0.2% | +5.2% | -5.4% | -1.7% |
| 30D | +11.0% | +10.7% | +0.3% | +7.9% |
| 3M | +2.0% | +12.1% | -10.1% | -1.3% |
| 6M | +7.1% | +32.6% | -25.5% | -1.5% |
| YTD | +29.8% | +4.3% | +25.4% | +26.8% |
| 1Y | +24.0% | -4.5% | +28.5% | +24.0% |
| 3Y | +27.2% | +56.9% | -29.7% | +9.1% |
| 5Y | +12.8% | +12.5% | +0.3% | +4.2% |
| 10Y | +185.0% | +371.7% | -186.7% | +75.1% |
| All | +6,187.9% | +599.9% | +5,588.0% | +2,774.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling