-15.4%
APP vs SONY
+23.2%
-38.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.2% | +2.7% |
| 7D | +48.9% | +2.1% | +46.9% | +47.9% |
| 30D | +49.4% | +9.2% | +40.2% | +47.8% |
| 3M | +27.0% | +12.2% | +14.8% | +25.6% |
| 6M | -15.4% | +24.4% | -39.8% | -18.7% |
| All | -15.4% | +23.2% | -38.5% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling