+75.5%
ASML vs SONY
+10.8%
+64.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +6.0% |
| 7D | -9.0% | +6.7% | -15.7% | -12.7% |
| 30D | -21.0% | +14.8% | -35.8% | -27.5% |
| 3M | -16.3% | +16.9% | -33.2% | -24.6% |
| 6M | -7.5% | +30.2% | -37.8% | -23.6% |
| YTD | +34.0% | +5.5% | +28.5% | +26.5% |
| 1Y | +39.3% | -4.6% | +43.8% | +39.8% |
| 3Y | +128.9% | +57.2% | +71.6% | +50.7% |
| All | +75.5% | +10.8% | +64.7% | +44.4% |
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