+42.4%
SONY vs BAM
+71.9%
-29.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.4% | -0.8% | -3.1% |
| 7D | -5.2% | -1.6% | -3.6% | -4.7% |
| 30D | +0.3% | -6.0% | +6.3% | +2.1% |
| 3M | +6.2% | +7.3% | -1.1% | +3.2% |
| 6M | +9.5% | +8.2% | +1.3% | +5.7% |
| YTD | -8.1% | -3.8% | -4.2% | -7.9% |
| 1Y | -17.9% | -10.7% | -7.2% | -15.6% |
| 3Y | +41.5% | +55.3% | -13.8% | +20.5% |
| All | +42.4% | +71.9% | -29.4% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling