+1,102.1%
BAC vs SONY
+609.3%
+492.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | +3.2% | +0.3% | +3.0% | +3.1% |
| 30D | -0.7% | +11.1% | -11.8% | -4.9% |
| 3M | -20.0% | +14.7% | -34.6% | -24.4% |
| 6M | +3.4% | +18.8% | -15.4% | -4.3% |
| YTD | -5.7% | +5.7% | -11.5% | -9.4% |
| 1Y | -1.4% | -8.1% | +6.6% | -0.1% |
| 3Y | +97.9% | +64.0% | +33.9% | +55.7% |
| 5Y | +22.9% | +12.6% | +10.3% | +9.9% |
| 10Y | +235.3% | +373.8% | -138.5% | +64.3% |
| All | +1,102.1% | +609.3% | +492.8% | +344.7% |
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