+74.6%
BA vs SONY
+276.5%
-201.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -1.2% | -4.9% | +3.7% | +1.2% |
| 30D | -11.3% | -1.6% | -9.7% | -10.8% |
| 3M | -3.8% | +10.0% | -13.8% | -9.1% |
| 6M | -8.3% | +8.4% | -16.7% | -13.1% |
| YTD | -4.9% | -8.4% | +3.5% | -2.1% |
| 1Y | -10.1% | -18.4% | +8.3% | -2.4% |
| 3Y | -2.3% | +41.0% | -43.3% | -22.9% |
| 5Y | -3.5% | +9.3% | -12.8% | -14.3% |
| 10Y | +74.6% | +281.7% | -207.1% | -5.0% |
| All | +74.6% | +276.5% | -201.9% | -5.0% |
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 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