+527.5%
APP vs SONY
+23.1%
+504.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +2.6% |
| 7D | +4.6% | +0.3% | +4.3% | +4.4% |
| 30D | +56.0% | +11.1% | +44.9% | +44.1% |
| 3M | +30.8% | +14.7% | +16.2% | +17.1% |
| 6M | -9.8% | +18.8% | -28.6% | -23.1% |
| YTD | -39.3% | +5.7% | -45.0% | -43.3% |
| 1Y | -26.4% | -8.1% | -18.4% | -22.1% |
| 3Y | +887.9% | +64.0% | +823.9% | +453.2% |
| 5Y | +264.1% | +12.6% | +251.5% | +185.9% |
| All | +527.5% | +23.1% | +504.4% | +321.8% |
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