+82.9%
ASML vs SONY
+10.4%
+72.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.1% | -2.8% |
| 7D | +10.4% | -3.2% | +13.5% | +12.2% |
| 30D | -12.7% | +9.6% | -22.3% | -17.8% |
| 3M | -17.2% | +13.3% | -30.4% | -24.0% |
| 6M | -1.3% | +20.3% | -21.6% | -14.0% |
| YTD | +40.8% | +4.1% | +36.7% | +33.8% |
| 1Y | +45.2% | -11.9% | +57.1% | +53.8% |
| 3Y | +131.8% | +56.6% | +75.2% | +53.1% |
| All | +82.9% | +10.4% | +72.5% | +50.1% |
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