-1.8%
BA vs SONY
+46.4%
-48.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.4% |
| 7D | +1.2% | -1.2% | +2.3% | +1.6% |
| 30D | -11.6% | +9.4% | -21.1% | -14.6% |
| 3M | -2.4% | +10.5% | -12.9% | -6.4% |
| 6M | -6.6% | +11.7% | -18.3% | -11.1% |
| YTD | -2.2% | -4.1% | +1.8% | -1.5% |
| 1Y | -8.0% | -11.8% | +3.8% | -4.7% |
| All | -1.8% | +46.4% | -48.2% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling