-16.2%
BA vs SONY
+63.5%
-79.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.6% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -7.1% | +11.1% | -18.3% | -10.7% |
| 3M | -25.5% | +14.7% | -40.2% | -29.4% |
| 6M | -28.7% | +18.8% | -47.5% | -33.6% |
| YTD | -21.0% | +5.7% | -26.8% | -23.3% |
| 1Y | -11.9% | -8.1% | -3.8% | -9.3% |
| 3Y | -16.2% | +64.0% | -80.1% | -27.7% |
| All | -16.2% | +63.5% | -79.7% | -27.7% |
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