-17.4%
AA vs BBY
-3.9%
-13.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +0.5% | +4.5% | -4.0% | -1.1% |
| 30D | -0.6% | +16.8% | -17.4% | -6.8% |
| 3M | -19.7% | +23.2% | -42.9% | -26.8% |
| 6M | -41.6% | +91.9% | -133.5% | -56.4% |
| YTD | -24.6% | +61.6% | -86.3% | -40.5% |
| 1Y | +4.9% | +43.9% | -39.0% | -12.6% |
| 3Y | +66.8% | +88.6% | -21.8% | +18.0% |
| All | -17.4% | -3.9% | -13.5% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling