+391.7%
APP vs SONY
+11.7%
+380.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +3.5% |
| 7D | +0.9% | -1.2% | +2.0% | +1.8% |
| 30D | -23.3% | +9.4% | -32.7% | -29.4% |
| 3M | -42.6% | +10.5% | -53.1% | -48.1% |
| 6M | -33.6% | +11.7% | -45.3% | -41.7% |
| YTD | -52.4% | -4.1% | -48.4% | -52.1% |
| 1Y | -35.9% | -11.8% | -24.1% | -32.1% |
| 3Y | +642.2% | +45.9% | +596.3% | +356.4% |
| 5Y | +311.1% | +16.3% | +294.8% | +220.9% |
| All | +391.7% | +11.7% | +380.0% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling