+367.9%
APP vs SONY
+6.6%
+361.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -4.4% | -4.9% | +0.5% | -0.5% |
| 30D | -10.0% | -1.6% | -8.4% | -9.1% |
| 3M | -41.4% | +10.0% | -51.4% | -47.0% |
| 6M | -41.0% | +8.4% | -49.4% | -46.9% |
| YTD | -54.7% | -8.4% | -46.3% | -52.6% |
| 1Y | -45.3% | -18.4% | -27.0% | -38.2% |
| 3Y | +624.3% | +41.0% | +583.3% | +356.3% |
| 5Y | +329.1% | +9.3% | +319.8% | +251.0% |
| All | +367.9% | +6.6% | +361.3% | +252.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling