+22.6%
BAC vs SONY
+12.1%
+10.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +3.2% | +0.3% | +3.0% | +3.2% |
| 30D | -0.7% | +11.1% | -11.8% | -4.0% |
| 3M | -20.0% | +14.7% | -34.6% | -23.5% |
| 6M | +3.4% | +18.8% | -15.4% | -2.6% |
| YTD | -5.7% | +5.7% | -11.5% | -8.0% |
| 1Y | -1.4% | -8.1% | +6.6% | +0.9% |
| 3Y | +97.9% | +64.0% | +33.9% | +60.8% |
| All | +22.6% | +12.1% | +10.5% | +7.9% |
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