+23.9%
BABA vs SONY
+710.6%
-686.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +2.1% |
| 7D | +11.6% | +6.7% | +4.9% | +8.6% |
| 30D | +2.3% | +14.8% | -12.5% | -3.6% |
| 3M | -13.7% | +16.9% | -30.6% | -19.5% |
| 6M | -21.9% | +30.2% | -52.2% | -30.9% |
| YTD | -24.6% | +5.5% | -30.1% | -27.2% |
| 1Y | -34.1% | -4.6% | -29.5% | -33.9% |
| 3Y | +36.3% | +57.2% | -21.0% | +6.6% |
| 5Y | -26.7% | +12.1% | -38.8% | -34.7% |
| 10Y | +19.2% | +361.6% | -342.3% | -34.7% |
| All | +23.9% | +710.6% | -686.8% | -37.2% |
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