+61.6%
AG vs BBY
+252.7%
-191.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -3.6% |
| 7D | -6.7% | +0.6% | -7.3% | -6.9% |
| 30D | +2.2% | +9.4% | -7.2% | +0.1% |
| 3M | +15.7% | +19.3% | -3.6% | +11.3% |
| 6M | -23.8% | +47.9% | -71.7% | -30.2% |
| YTD | +17.6% | +39.6% | -21.9% | +8.6% |
| 1Y | +88.6% | +22.2% | +66.4% | +78.8% |
| 3Y | +253.4% | +45.0% | +208.5% | +214.5% |
| 5Y | +62.4% | +2.6% | +59.9% | +50.4% |
| All | +61.6% | +252.7% | -191.1% | +34.0% |
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