+132.1%
APO vs SONY
+8.8%
+123.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.5% |
| 7D | -4.9% | -5.8% | +0.9% | -2.3% |
| 30D | -8.4% | -0.4% | -8.1% | -8.4% |
| 3M | -2.1% | +13.3% | -15.3% | -8.4% |
| 6M | +19.2% | +8.5% | +10.8% | +12.9% |
| YTD | -10.5% | -8.1% | -2.4% | -7.8% |
| 1Y | -2.7% | -17.9% | +15.2% | +6.0% |
| 3Y | +52.5% | +41.4% | +11.0% | +19.8% |
| 5Y | +132.1% | +9.3% | +122.8% | +97.6% |
| All | +132.1% | +8.8% | +123.3% | +97.6% |
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 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