+217.6%
BAC vs BBY
+288.1%
-70.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +3.2% | +4.5% | -1.2% | +1.7% |
| 30D | -0.7% | +16.8% | -17.5% | -6.1% |
| 3M | -20.0% | +23.2% | -43.2% | -26.1% |
| 6M | +3.4% | +91.9% | -88.5% | -19.2% |
| YTD | -5.7% | +61.6% | -67.4% | -22.2% |
| 1Y | -1.4% | +43.9% | -45.3% | -15.3% |
| 3Y | +97.9% | +88.6% | +9.3% | +46.9% |
| 5Y | +22.9% | -3.1% | +26.0% | +13.2% |
| All | +217.6% | +288.1% | -70.5% | +86.2% |
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