+11.7%
BABA vs SONY
+366.0%
-354.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -7.4% |
| 7D | -12.7% | -3.2% | -9.5% | -11.4% |
| 30D | -14.9% | +9.6% | -24.5% | -18.6% |
| 3M | -24.6% | +13.3% | -37.9% | -29.3% |
| 6M | -29.3% | +20.3% | -49.7% | -35.9% |
| YTD | -35.0% | +4.1% | -39.2% | -37.2% |
| 1Y | -39.7% | -11.9% | -27.8% | -36.9% |
| 3Y | +21.2% | +56.6% | -35.4% | -9.1% |
| 5Y | -39.9% | +10.9% | -50.8% | -47.2% |
| All | +11.7% | +366.0% | -354.3% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling