+1,821.9%
BA vs SONY
+543.6%
+1,278.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +1.2% | -1.2% | +2.3% | +1.5% |
| 30D | -11.6% | +9.4% | -21.1% | -14.2% |
| 3M | -2.4% | +10.5% | -12.9% | -5.8% |
| 6M | -6.6% | +11.7% | -18.3% | -10.4% |
| YTD | -2.2% | -4.1% | +1.8% | -1.8% |
| 1Y | -8.0% | -11.8% | +3.8% | -5.5% |
| 3Y | -5.0% | +45.9% | -50.9% | -17.6% |
| 5Y | -2.7% | +16.3% | -19.0% | -10.1% |
| 10Y | +75.9% | +297.6% | -221.7% | +14.1% |
| All | +1,821.9% | +543.6% | +1,278.4% | +727.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling