+23.3%
BA vs SONY
+373.2%
-349.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.8% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | -7.1% | +11.1% | -18.3% | -12.1% |
| 3M | -25.5% | +14.7% | -40.2% | -30.8% |
| 6M | -28.7% | +18.8% | -47.5% | -35.5% |
| YTD | -21.0% | +5.7% | -26.8% | -24.6% |
| 1Y | -11.9% | -8.1% | -3.8% | -9.7% |
| 3Y | -16.2% | +64.0% | -80.1% | -38.7% |
| 5Y | -22.4% | +12.6% | -35.0% | -31.7% |
| All | +23.3% | +373.2% | -349.9% | -39.6% |
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