+26.6%
BA vs SONY
+366.6%
-340.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | 0.0% | +5.2% | -5.2% | -2.7% |
| 30D | -8.9% | +10.7% | -19.7% | -13.7% |
| 3M | -25.5% | +12.1% | -37.7% | -30.0% |
| 6M | -27.0% | +32.6% | -59.5% | -37.7% |
| YTD | -20.1% | +4.3% | -24.5% | -23.2% |
| 1Y | -11.0% | -4.5% | -6.5% | -10.7% |
| 3Y | -11.8% | +56.9% | -68.7% | -34.0% |
| 5Y | -20.6% | +12.5% | -33.1% | -30.2% |
| 10Y | +26.6% | +371.7% | -345.1% | -37.4% |
| All | +26.6% | +366.6% | -340.0% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling