+13,503.3%
GOOGL vs SONY
+315.0%
+13,188.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.4% |
| 7D | +1.1% | -5.2% | +6.2% | +2.9% |
| 30D | -4.4% | +0.3% | -4.7% | -4.6% |
| 3M | -6.8% | +6.2% | -13.0% | -9.0% |
| 6M | +13.6% | +9.5% | +4.0% | +9.4% |
| YTD | +8.3% | -8.1% | +16.4% | +10.3% |
| 1Y | +44.9% | -17.9% | +62.9% | +52.9% |
| 3Y | +150.5% | +41.5% | +109.0% | +114.7% |
| 5Y | +137.7% | +11.8% | +125.9% | +118.8% |
| 10Y | +750.9% | +275.4% | +475.5% | +430.0% |
| All | +13,503.3% | +315.0% | +13,188.3% | +7,108.5% |
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