+384.5%
ALAB vs BBY
+23.7%
+360.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.4% |
| 7D | +9.6% | +1.2% | +8.5% | +9.4% |
| 30D | -5.3% | +6.8% | -12.1% | -7.3% |
| 3M | -12.0% | +18.7% | -30.8% | -17.3% |
| 6M | +145.7% | +37.3% | +108.4% | +119.1% |
| YTD | +80.7% | +35.3% | +45.4% | +60.3% |
| 1Y | +40.1% | +20.7% | +19.4% | +30.1% |
| All | +384.5% | +23.7% | +360.8% | +333.9% |
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