-18.4%
APTV vs SONY
+293.1%
-311.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.2% |
| 7D | -5.0% | -2.7% | -2.3% | -3.6% |
| 30D | -6.1% | +1.5% | -7.6% | -6.9% |
| 3M | -33.0% | +13.0% | -46.0% | -37.6% |
| 6M | -35.2% | +11.2% | -46.5% | -40.0% |
| YTD | -40.1% | -6.6% | -33.5% | -38.9% |
| 1Y | -45.6% | -18.1% | -27.5% | -40.6% |
| 3Y | -54.4% | +42.1% | -96.4% | -65.2% |
| 5Y | -68.9% | +11.0% | -79.9% | -73.1% |
| All | -18.4% | +293.1% | -311.5% | -62.3% |
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 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