+19.3%
BABA vs SONY
+712.4%
-693.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +3.8% | +6.1% | -2.3% | +1.3% |
| 30D | -5.4% | +12.2% | -17.6% | -9.9% |
| 3M | -17.9% | +15.3% | -33.3% | -23.0% |
| 6M | -24.1% | +34.3% | -58.4% | -33.6% |
| YTD | -27.4% | +5.7% | -33.2% | -30.0% |
| 1Y | -36.1% | -2.3% | -33.7% | -36.5% |
| 3Y | +35.4% | +67.1% | -31.8% | +3.1% |
| 5Y | -30.1% | +13.0% | -43.1% | -37.9% |
| 10Y | +15.8% | +372.1% | -356.2% | -36.9% |
| All | +19.3% | +712.4% | -693.2% | -39.6% |
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