+80,969.6%
ASML vs SONY
+630.2%
+80,339.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +6.0% |
| 7D | -9.0% | +6.7% | -15.7% | -12.6% |
| 30D | -21.0% | +14.8% | -35.8% | -27.2% |
| 3M | -16.3% | +16.9% | -33.2% | -24.1% |
| 6M | -7.5% | +30.2% | -37.8% | -22.2% |
| YTD | +34.0% | +5.5% | +28.5% | +25.7% |
| 1Y | +39.3% | -4.6% | +43.8% | +37.3% |
| 3Y | +128.9% | +57.2% | +71.6% | +68.2% |
| 5Y | +76.1% | +12.1% | +64.0% | +56.1% |
| 10Y | +1,428.4% | +361.6% | +1,066.8% | +526.8% |
| All | +80,969.6% | +630.2% | +80,339.5% | +25,110.2% |
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