+67.1%
SONY vs BAM
+93.4%
-26.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.5% |
| 7D | +6.1% | +5.3% | +0.8% | +4.2% |
| 30D | +12.2% | +18.1% | -5.9% | +6.0% |
| 3M | +15.3% | +4.2% | +11.1% | +13.2% |
| 6M | +34.3% | +11.1% | +23.2% | +28.4% |
| YTD | +5.7% | +6.6% | -0.9% | +2.2% |
| 1Y | -2.3% | +6.2% | -8.6% | -5.5% |
| 3Y | +67.1% | +95.0% | -27.9% | +35.9% |
| All | +67.1% | +93.4% | -26.3% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling