+274.7%
BBY vs ACM
+132.6%
+142.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.4% |
| 7D | +4.5% | +5.6% | -1.2% | +1.8% |
| 30D | +16.8% | +20.8% | -4.0% | +7.0% |
| 3M | +23.2% | +11.4% | +11.8% | +16.8% |
| 6M | +91.9% | +0.9% | +91.0% | +87.8% |
| YTD | +61.6% | -24.8% | +86.5% | +80.4% |
| 1Y | +43.9% | -46.4% | +90.3% | +89.7% |
| 3Y | +88.6% | -9.2% | +97.9% | +88.3% |
| 5Y | -3.1% | +5.0% | -8.1% | -11.0% |
| All | +274.7% | +132.6% | +142.1% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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