+4,662.2%
AZN vs SONY
+598.1%
+4,064.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -3.1% | -5.8% | +2.7% | -2.1% |
| 30D | +0.6% | -0.4% | +0.9% | +0.6% |
| 3M | -10.8% | +13.3% | -24.1% | -12.8% |
| 6M | -18.1% | +8.5% | -26.6% | -19.5% |
| YTD | -12.3% | -8.1% | -4.1% | -11.3% |
| 1Y | -0.2% | -17.9% | +17.7% | +2.7% |
| 3Y | +23.4% | +41.4% | -18.1% | +13.9% |
| 5Y | +56.4% | +9.3% | +47.1% | +49.1% |
| 10Y | +225.7% | +283.0% | -57.3% | +143.3% |
| All | +4,662.2% | +598.1% | +4,064.1% | +2,656.7% |
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