+1.0%
BAX vs SONY
-18.6%
+19.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -5.4% | -5.8% | +0.3% | -4.2% |
| 30D | -12.4% | -0.4% | -12.0% | -12.3% |
| 3M | +19.1% | +13.3% | +5.8% | +15.2% |
| 6M | +38.6% | +8.5% | +30.1% | +33.6% |
| YTD | +26.7% | -8.1% | +34.8% | +28.7% |
| 1Y | +1.0% | -17.9% | +18.9% | +6.4% |
| All | +1.0% | -18.6% | +19.6% | +6.4% |
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 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