+164.9%
ASML vs SONY
+46.9%
+118.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.7% |
| 7D | +1.1% | -1.2% | +2.3% | +1.5% |
| 30D | +2.2% | +9.4% | -7.3% | -1.4% |
| 3M | -2.3% | +10.5% | -12.8% | -6.5% |
| 6M | +23.0% | +11.7% | +11.3% | +16.5% |
| YTD | +61.1% | -4.1% | +65.1% | +62.8% |
| 1Y | +129.1% | -11.8% | +140.9% | +139.4% |
| All | +164.9% | +46.9% | +118.0% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling