+28.2%
BABA vs SONY
+637.4%
-609.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.0% |
| 7D | -4.8% | -1.2% | -3.6% | -4.3% |
| 30D | -11.9% | +9.4% | -21.3% | -15.3% |
| 3M | -9.3% | +10.5% | -19.7% | -13.5% |
| 6M | -14.2% | +11.7% | -25.9% | -18.8% |
| YTD | -22.0% | -4.1% | -18.0% | -21.4% |
| 1Y | -12.7% | -11.8% | -0.9% | -9.5% |
| 3Y | +26.7% | +45.9% | -19.2% | +2.3% |
| 5Y | -29.3% | +16.3% | -45.6% | -37.6% |
| 10Y | +21.2% | +297.6% | -276.4% | -29.8% |
| All | +28.2% | +637.4% | -609.2% | -32.2% |
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