+74.6%
BA vs BBY
+236.2%
-161.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.5% |
| 7D | -1.2% | +1.2% | -2.4% | -1.6% |
| 30D | -11.3% | +6.8% | -18.1% | -13.9% |
| 3M | -3.8% | +18.7% | -22.5% | -10.8% |
| 6M | -8.3% | +37.3% | -45.6% | -20.8% |
| YTD | -4.9% | +35.3% | -40.2% | -17.9% |
| 1Y | -10.1% | +20.7% | -30.7% | -19.1% |
| 3Y | -2.3% | +39.4% | -41.7% | -21.5% |
| 5Y | -3.5% | -1.5% | -2.0% | -13.7% |
| 10Y | +74.6% | +239.8% | -165.3% | +8.2% |
| All | +74.6% | +236.2% | -161.6% | +8.2% |
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