+16.4%
APH vs SONY
-6.4%
+22.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.2% | -8.4% | -6.1% |
| 7D | -2.4% | +2.9% | -5.3% | -2.4% |
| 30D | -9.5% | +10.2% | -19.7% | -9.8% |
| 3M | -7.6% | +16.1% | -23.7% | -8.3% |
| 6M | +12.4% | +32.1% | -19.7% | +6.3% |
| YTD | +17.5% | +1.4% | +16.2% | +22.0% |
| 1Y | +16.4% | -7.0% | +23.4% | +24.2% |
| All | +16.4% | -6.4% | +22.8% | +24.2% |
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