+883.7%
BAH vs SONY
+291.7%
+592.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -3.2% | -1.2% | -2.1% | -3.0% |
| 30D | +2.0% | +9.4% | -7.4% | +0.4% |
| 3M | -7.6% | +10.5% | -18.1% | -9.3% |
| 6M | -5.7% | +11.7% | -17.4% | -7.8% |
| YTD | -11.7% | -4.1% | -7.7% | -11.5% |
| 1Y | -27.4% | -11.8% | -15.6% | -26.3% |
| 3Y | -32.5% | +45.9% | -78.4% | -38.3% |
| 5Y | -3.3% | +16.3% | -19.6% | -9.2% |
| 10Y | +186.0% | +297.6% | -111.6% | +109.4% |
| All | +883.7% | +291.7% | +592.0% | +580.9% |
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 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