+73.1%
BAC vs BBY
+1.5%
+71.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.7% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -2.8% | +9.4% | -12.2% | -5.4% |
| 3M | +14.2% | +19.3% | -5.1% | +8.0% |
| 6M | +30.5% | +47.9% | -17.4% | +14.8% |
| YTD | +15.8% | +39.6% | -23.8% | +3.4% |
| 1Y | +26.2% | +22.2% | +4.0% | +16.8% |
| 3Y | +136.5% | +45.0% | +91.5% | +99.8% |
| All | +73.1% | +1.5% | +71.5% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling