+23.3%
BA vs BBY
+288.1%
-264.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.3% |
| 7D | -1.1% | +4.5% | -5.6% | -2.9% |
| 30D | -7.1% | +16.8% | -23.9% | -13.2% |
| 3M | -25.5% | +23.2% | -48.8% | -32.2% |
| 6M | -28.7% | +91.9% | -120.7% | -46.5% |
| YTD | -21.0% | +61.6% | -82.6% | -37.1% |
| 1Y | -11.9% | +43.9% | -55.7% | -26.5% |
| 3Y | -16.2% | +88.6% | -104.8% | -41.2% |
| 5Y | -22.4% | -3.1% | -19.3% | -29.3% |
| All | +23.3% | +288.1% | -264.8% | -26.9% |
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 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