+97,349.8%
ASML vs SONY
+564.2%
+96,785.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +5.0% |
| 7D | +1.1% | -1.2% | +2.3% | +1.6% |
| 30D | +2.2% | +9.4% | -7.3% | -2.8% |
| 3M | -2.3% | +10.5% | -12.8% | -8.6% |
| 6M | +23.0% | +11.7% | +11.3% | +13.9% |
| YTD | +61.1% | -4.1% | +65.1% | +60.9% |
| 1Y | +129.1% | -11.8% | +140.9% | +138.0% |
| 3Y | +165.4% | +45.9% | +119.5% | +105.4% |
| 5Y | +109.5% | +16.3% | +93.2% | +84.3% |
| 10Y | +1,645.7% | +297.6% | +1,348.1% | +682.7% |
| All | +97,349.8% | +564.2% | +96,785.6% | +32,167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling