-10.1%
BA vs SONY
+57.9%
-68.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | +1.1% | +6.7% | -5.6% | -1.3% |
| 30D | -7.9% | +14.8% | -22.7% | -12.4% |
| 3M | -25.3% | +16.9% | -42.2% | -29.5% |
| 6M | -24.6% | +30.2% | -54.8% | -32.2% |
| YTD | -20.1% | +5.5% | -25.6% | -22.3% |
| 1Y | -11.8% | -4.6% | -7.2% | -10.9% |
| 3Y | -10.1% | +57.2% | -67.4% | -22.1% |
| All | -10.1% | +57.9% | -68.0% | -22.1% |
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