+4,033.9%
YUM vs SONY
+219.0%
+3,814.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -5.2% | -5.8% | +0.6% | -3.9% |
| 30D | -0.1% | -0.4% | +0.3% | 0.0% |
| 3M | -4.3% | +13.3% | -17.6% | -7.1% |
| 6M | -8.7% | +8.5% | -17.2% | -10.9% |
| YTD | -3.5% | -8.1% | +4.6% | -2.4% |
| 1Y | +0.5% | -17.9% | +18.4% | +3.9% |
| 3Y | +20.5% | +41.4% | -20.9% | +8.4% |
| 5Y | +21.8% | +9.3% | +12.5% | +14.6% |
| 10Y | +176.5% | +283.0% | -106.5% | +91.0% |
| All | +4,033.9% | +219.0% | +3,814.9% | +2,097.0% |
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