+27.5%
BAC vs SONY
-18.6%
+46.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -0.3% | -5.8% | +5.5% | +0.5% |
| 30D | -1.8% | -0.4% | -1.4% | -1.7% |
| 3M | +15.3% | +13.3% | +2.0% | +13.1% |
| 6M | +30.2% | +8.5% | +21.7% | +28.2% |
| YTD | +15.6% | -8.1% | +23.7% | +18.6% |
| 1Y | +27.5% | -17.9% | +45.4% | +35.6% |
| All | +27.5% | -18.6% | +46.0% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling