-32.0%
BAH vs SONY
+40.0%
-72.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.5% |
| 7D | -4.3% | -5.2% | +0.8% | -3.7% |
| 30D | -4.5% | +0.3% | -4.8% | -4.5% |
| 3M | -7.6% | +6.2% | -13.8% | -8.5% |
| 6M | -10.6% | +9.5% | -20.2% | -11.7% |
| YTD | -12.6% | -8.1% | -4.5% | -12.5% |
| 1Y | -27.0% | -17.9% | -9.1% | -26.4% |
| All | -32.0% | +40.0% | -72.0% | -34.4% |
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 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