+5,927.3%
APD vs SONY
+543.6%
+5,383.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -2.2% | -1.2% | -1.0% | -1.9% |
| 30D | +2.1% | +9.4% | -7.4% | -0.4% |
| 3M | +7.2% | +10.5% | -3.3% | +3.9% |
| 6M | +11.2% | +11.7% | -0.4% | +7.2% |
| YTD | +24.4% | -4.1% | +28.5% | +24.5% |
| 1Y | +6.7% | -11.8% | +18.4% | +8.9% |
| 3Y | +9.2% | +45.9% | -36.7% | -4.4% |
| 5Y | +27.4% | +16.3% | +11.1% | +16.7% |
| 10Y | +164.8% | +297.6% | -132.8% | +70.4% |
| All | +5,927.3% | +543.6% | +5,383.7% | +2,723.5% |
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