+117.0%
AA vs BBY
+252.7%
-135.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -1.5% |
| 7D | -3.4% | +0.6% | -4.0% | -3.7% |
| 30D | -5.8% | +9.4% | -15.2% | -10.3% |
| 3M | -29.9% | +19.3% | -49.2% | -36.3% |
| 6M | -27.0% | +47.9% | -74.9% | -41.2% |
| YTD | -8.7% | +39.6% | -48.3% | -25.2% |
| 1Y | +50.6% | +22.2% | +28.5% | +31.4% |
| 3Y | +74.1% | +45.0% | +29.1% | +34.2% |
| 5Y | +2.6% | +2.6% | 0.0% | -10.8% |
| All | +117.0% | +252.7% | -135.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling