+41.9%
SONY vs BAM
+67.8%
-25.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | -4.9% | -3.9% | -1.0% | -3.7% |
| 30D | -1.6% | -8.8% | +7.2% | +1.1% |
| 3M | +10.0% | +2.2% | +7.8% | +8.7% |
| 6M | +8.4% | +5.9% | +2.5% | +5.3% |
| YTD | -8.4% | -6.1% | -2.3% | -7.6% |
| 1Y | -18.4% | -11.6% | -6.7% | -15.9% |
| 3Y | +41.0% | +51.7% | -10.7% | +20.9% |
| All | +41.9% | +67.8% | -25.9% | +17.0% |
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