-7.0%
SONY vs BAM
+4.2%
-11.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.2% | -4.0% | +0.9% |
| 7D | +2.9% | +14.2% | -11.3% | 0.0% |
| 30D | +10.2% | +21.0% | -10.7% | +5.9% |
| 3M | +16.1% | +5.2% | +10.9% | +14.2% |
| 6M | +32.1% | +16.0% | +16.2% | +26.9% |
| YTD | +1.4% | +6.5% | -5.1% | 0.0% |
| 1Y | -7.0% | +4.4% | -11.4% | -7.7% |
| All | -7.0% | +4.2% | -11.3% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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