+63.9%
SONY vs BAM
+81.2%
-17.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +0.3% | -2.7% | +2.9% | +1.1% |
| 30D | +11.1% | +15.5% | -4.4% | +5.9% |
| 3M | +14.7% | -6.9% | +21.5% | +16.8% |
| 6M | +18.8% | +9.9% | +8.9% | +14.1% |
| YTD | +5.7% | +1.4% | +4.4% | +3.9% |
| 1Y | -8.1% | +3.3% | -11.3% | -10.3% |
| 3Y | +64.0% | +83.6% | -19.6% | +33.0% |
| All | +63.9% | +81.2% | -17.4% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling