+10.9%
SONY vs BUD
+50.1%
-39.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -3.2% | -1.6% | -1.6% | -2.7% |
| 30D | +9.6% | +6.7% | +2.9% | +7.3% |
| 3M | +13.3% | +5.9% | +7.4% | +11.1% |
| 6M | +20.3% | +5.1% | +15.2% | +18.0% |
| YTD | +4.1% | +32.9% | -28.7% | -5.2% |
| 1Y | -11.9% | +31.8% | -43.7% | -19.6% |
| 3Y | +56.6% | +47.4% | +9.2% | +35.2% |
| 5Y | +10.9% | +50.8% | -39.9% | -6.7% |
| All | +10.9% | +50.1% | -39.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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