+117.0%
AXP vs SONY
+16.3%
+100.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -2.1% | -1.2% | -0.9% | -1.7% |
| 30D | -6.5% | +9.4% | -16.0% | -9.8% |
| 3M | +4.6% | +10.5% | -5.8% | +0.2% |
| 6M | +5.4% | +11.7% | -6.3% | 0.0% |
| YTD | -11.1% | -4.1% | -7.1% | -10.4% |
| 1Y | -0.3% | -11.8% | +11.5% | +3.7% |
| 3Y | +111.6% | +45.9% | +65.7% | +72.8% |
| All | +117.0% | +16.3% | +100.7% | +90.8% |
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