+440.5%
SONY vs BUD
+201.1%
+239.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -1.2% | +0.3% | -1.4% | -1.3% |
| 30D | +9.4% | -5.7% | +15.1% | +11.9% |
| 3M | +10.5% | +3.1% | +7.4% | +8.9% |
| 6M | +11.7% | +7.9% | +3.8% | +8.0% |
| YTD | -4.1% | +27.3% | -31.4% | -13.1% |
| 1Y | -11.8% | +37.8% | -49.6% | -22.7% |
| 3Y | +45.9% | +49.8% | -4.0% | +21.0% |
| 5Y | +16.3% | +43.8% | -27.5% | -3.8% |
| 10Y | +297.6% | -22.6% | +320.2% | +316.7% |
| All | +440.5% | +201.1% | +239.4% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling