+400.4%
ALAB vs BBY
+26.9%
+373.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.2% | +6.6% | +8.9% |
| 7D | +7.2% | +9.5% | -2.3% | +4.6% |
| 30D | -2.5% | +6.8% | -9.4% | -4.7% |
| 3M | -13.3% | +28.9% | -42.2% | -20.5% |
| 6M | +172.8% | +37.8% | +135.0% | +143.2% |
| YTD | +86.6% | +38.7% | +47.8% | +64.4% |
| 1Y | +65.2% | +23.7% | +41.5% | +52.4% |
| All | +400.4% | +26.9% | +373.5% | +345.1% |
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