+11,024.8%
JPM vs SONY
+516.6%
+10,508.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | +0.1% |
| 7D | -0.4% | -5.2% | +4.8% | +1.5% |
| 30D | -1.1% | +0.3% | -1.4% | -1.3% |
| 3M | +14.1% | +6.2% | +7.9% | +11.0% |
| 6M | +23.3% | +9.5% | +13.8% | +18.1% |
| YTD | +11.3% | -8.1% | +19.4% | +13.3% |
| 1Y | +23.0% | -17.9% | +40.9% | +29.9% |
| 3Y | +162.6% | +41.5% | +121.0% | +121.7% |
| 5Y | +152.8% | +11.8% | +140.9% | +128.2% |
| 10Y | +583.6% | +275.4% | +308.2% | +280.6% |
| All | +11,024.8% | +516.6% | +10,508.2% | +4,187.2% |
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