+9.8%
BAX vs SONY
-10.8%
+20.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | -1.1% | -1.2% | 0.0% | -0.9% |
| 30D | -5.5% | +9.4% | -14.9% | -7.1% |
| 3M | +33.5% | +10.5% | +23.1% | +29.7% |
| 6M | +35.9% | +11.7% | +24.2% | +30.4% |
| YTD | +35.4% | -4.1% | +39.4% | +35.4% |
| 1Y | +9.8% | -11.8% | +21.5% | +13.5% |
| All | +9.8% | -10.8% | +20.6% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling