+875.9%
BAX vs SONY
+543.6%
+332.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | -1.1% | -1.2% | 0.0% | -1.0% |
| 30D | -5.5% | +9.4% | -14.9% | -7.0% |
| 3M | +33.5% | +10.5% | +23.1% | +31.0% |
| 6M | +35.9% | +11.7% | +24.2% | +32.8% |
| YTD | +35.4% | -4.1% | +39.4% | +35.7% |
| 1Y | +9.8% | -11.8% | +21.5% | +11.5% |
| 3Y | -32.7% | +45.9% | -78.6% | -38.0% |
| 5Y | -65.6% | +16.3% | -81.8% | -67.4% |
| 10Y | -34.9% | +297.6% | -332.5% | -50.8% |
| All | +875.9% | +543.6% | +332.4% | +429.8% |
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