+6,267.4%
APD vs SONY
+598.6%
+5,668.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.2% | -3.2% | +5.4% | +3.0% |
| 30D | +9.4% | +9.6% | -0.1% | +6.7% |
| 3M | +4.7% | +13.3% | -8.6% | +1.0% |
| 6M | +5.5% | +20.3% | -14.8% | -0.3% |
| YTD | +31.4% | +4.1% | +27.3% | +28.4% |
| 1Y | +24.1% | -11.9% | +36.0% | +26.8% |
| 3Y | +28.8% | +56.6% | -27.8% | +10.6% |
| 5Y | +15.8% | +10.9% | +4.8% | +7.4% |
| 10Y | +191.6% | +366.6% | -175.0% | +79.7% |
| All | +6,267.4% | +598.6% | +5,668.8% | +2,812.3% |
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