-0.9%
BA vs SONY
+16.3%
-17.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | +1.2% | -1.2% | +2.3% | +1.6% |
| 30D | -11.6% | +9.4% | -21.1% | -15.2% |
| 3M | -2.4% | +10.5% | -12.9% | -7.2% |
| 6M | -6.6% | +11.7% | -18.3% | -12.0% |
| YTD | -2.2% | -4.1% | +1.8% | -1.5% |
| 1Y | -8.0% | -11.8% | +3.8% | -4.2% |
| 3Y | -5.0% | +45.9% | -50.9% | -24.3% |
| All | -0.9% | +16.3% | -17.2% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling