+73.1%
BAC vs SONY
+9.8%
+63.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +0.6% | -4.9% | +5.5% | +2.2% |
| 30D | -1.4% | -1.6% | +0.2% | -1.0% |
| 3M | +15.7% | +10.0% | +5.8% | +11.9% |
| 6M | +32.2% | +8.4% | +23.8% | +27.8% |
| YTD | +15.8% | -8.4% | +24.2% | +18.3% |
| 1Y | +27.3% | -18.4% | +45.6% | +34.8% |
| 3Y | +137.5% | +41.0% | +96.5% | +102.5% |
| 5Y | +73.1% | +9.3% | +63.8% | +54.8% |
| All | +73.1% | +9.8% | +63.3% | +54.8% |
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