+1,376.8%
BAC vs BBY
+75,590.7%
-74,213.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.8% |
| 7D | +1.1% | +9.5% | -8.4% | -1.0% |
| 30D | -0.4% | +6.8% | -7.2% | -2.0% |
| 3M | +16.9% | +28.9% | -11.9% | +10.2% |
| 6M | +26.6% | +37.8% | -11.2% | +16.8% |
| YTD | +15.8% | +38.7% | -23.0% | +6.5% |
| 1Y | +27.2% | +23.7% | +3.5% | +19.6% |
| 3Y | +132.4% | +39.1% | +93.3% | +109.3% |
| 5Y | +72.6% | -0.4% | +73.0% | +63.9% |
| 10Y | +389.7% | +234.0% | +155.7% | +252.6% |
| All | +1,376.8% | +75,590.7% | -74,213.9% | +367.4% |
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 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