-27.5%
BAH vs SONY
+63.5%
-91.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +1.7% | +0.3% | +1.5% | +1.7% |
| 30D | +20.8% | +11.1% | +9.7% | +19.2% |
| 3M | +11.6% | +14.7% | -3.1% | +9.7% |
| 6M | +23.1% | +18.8% | +4.3% | +20.1% |
| YTD | +5.3% | +5.7% | -0.5% | +3.4% |
| 1Y | +6.1% | -8.1% | +14.2% | +5.3% |
| 3Y | -27.5% | +64.0% | -91.5% | -28.5% |
| All | -27.5% | +63.5% | -91.0% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling