+108.6%
ASML vs SONY
+16.3%
+92.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +5.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.7% |
| 30D | +2.2% | +9.4% | -7.3% | -3.4% |
| 3M | -2.3% | +10.5% | -12.8% | -9.2% |
| 6M | +23.0% | +11.7% | +11.3% | +12.8% |
| YTD | +61.1% | -4.1% | +65.1% | +62.2% |
| 1Y | +129.1% | -11.8% | +140.9% | +141.7% |
| 3Y | +165.4% | +45.9% | +119.5% | +84.4% |
| All | +108.6% | +16.3% | +92.3% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling