-18.8%
AG vs BBY
+39.1%
-57.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.5% | +2.3% |
| 7D | -0.1% | +1.2% | -1.3% | -0.3% |
| 30D | +12.5% | +6.8% | +5.7% | +10.9% |
| 3M | +28.2% | +18.7% | +9.4% | +24.1% |
| 6M | -18.8% | +37.3% | -56.1% | -26.0% |
| All | -18.8% | +39.1% | -57.9% | -26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling