+66.8%
AA vs BBY
+89.3%
-22.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +0.5% | +4.5% | -4.0% | -1.0% |
| 30D | -0.6% | +16.8% | -17.4% | -6.3% |
| 3M | -19.7% | +23.2% | -42.9% | -26.2% |
| 6M | -41.6% | +91.9% | -133.5% | -55.9% |
| YTD | -24.6% | +61.6% | -86.3% | -39.8% |
| 1Y | +4.9% | +43.9% | -39.0% | -11.2% |
| 3Y | +66.8% | +88.6% | -21.8% | +1.8% |
| All | +66.8% | +89.3% | -22.5% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling