+1,376.8%
BAC vs SONY
+543.6%
+833.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | +1.1% | -1.2% | +2.3% | +1.5% |
| 30D | -0.4% | +9.4% | -9.8% | -3.9% |
| 3M | +16.9% | +10.5% | +6.4% | +11.7% |
| 6M | +26.6% | +11.7% | +14.9% | +19.9% |
| YTD | +15.8% | -4.1% | +19.9% | +16.0% |
| 1Y | +27.2% | -11.8% | +38.9% | +31.1% |
| 3Y | +132.4% | +45.9% | +86.5% | +91.6% |
| 5Y | +72.6% | +16.3% | +56.3% | +52.6% |
| 10Y | +389.7% | +297.6% | +92.1% | +157.1% |
| All | +1,376.8% | +543.6% | +833.2% | +469.4% |
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