+495.7%
SONY vs BUD
+217.8%
+277.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +0.3% | +1.0% | -0.8% | -0.1% |
| 30D | +11.1% | +6.7% | +4.4% | +8.3% |
| 3M | +14.7% | +5.7% | +8.9% | +12.1% |
| 6M | +18.8% | +5.8% | +13.0% | +15.7% |
| YTD | +5.7% | +34.4% | -28.7% | -6.3% |
| 1Y | -8.1% | +33.3% | -41.3% | -18.3% |
| 3Y | +64.0% | +48.8% | +15.2% | +36.6% |
| 5Y | +12.6% | +52.5% | -39.9% | -8.8% |
| 10Y | +373.8% | -4.0% | +377.8% | +344.9% |
| All | +495.7% | +217.8% | +277.9% | +187.1% |
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