+451.1%
AG vs BBY
+193.5%
+257.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.5% | +2.4% |
| 7D | -0.1% | +1.2% | -1.3% | -0.4% |
| 30D | +12.5% | +6.8% | +5.7% | +10.6% |
| 3M | +28.2% | +18.7% | +9.4% | +22.8% |
| 6M | -18.8% | +37.3% | -56.1% | -25.2% |
| YTD | +27.4% | +35.3% | -7.9% | +17.2% |
| 1Y | +132.2% | +20.7% | +111.5% | +119.1% |
| 3Y | +286.9% | +39.4% | +247.4% | +243.4% |
| 5Y | +72.8% | -1.5% | +74.3% | +61.9% |
| 10Y | +74.6% | +239.8% | -165.2% | +14.7% |
| All | +451.1% | +193.5% | +257.6% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling