-67.1%
BAX vs SONY
+9.8%
-76.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -5.1% | -4.9% | -0.2% | -4.2% |
| 30D | -12.2% | -1.6% | -10.6% | -11.9% |
| 3M | +21.8% | +10.0% | +11.8% | +19.4% |
| 6M | +36.3% | +8.4% | +27.9% | +33.5% |
| YTD | +27.8% | -8.4% | +36.2% | +29.0% |
| 1Y | -0.1% | -18.4% | +18.3% | +3.0% |
| 3Y | -33.3% | +41.0% | -74.3% | -37.0% |
| 5Y | -67.1% | +9.3% | -76.4% | -68.5% |
| All | -67.1% | +9.8% | -76.9% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling