-33.4%
BAX vs SONY
+39.5%
-72.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -5.1% | -4.9% | -0.2% | -4.1% |
| 30D | -12.2% | -1.6% | -10.6% | -11.9% |
| 3M | +21.8% | +10.0% | +11.8% | +19.1% |
| 6M | +36.3% | +8.4% | +27.9% | +33.1% |
| YTD | +27.8% | -8.4% | +36.2% | +29.2% |
| 1Y | -0.1% | -18.4% | +18.3% | +3.4% |
| All | -33.4% | +39.5% | -72.9% | -35.6% |
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