+236.2%
BBY vs ACM
+131.7%
+104.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +0.9% |
| 7D | +0.7% | -5.9% | +6.6% | +3.5% |
| 30D | +5.8% | -6.2% | +12.0% | +8.4% |
| 3M | +18.0% | -7.9% | +25.9% | +20.9% |
| 6M | +39.8% | -30.6% | +70.5% | +62.4% |
| YTD | +35.4% | -33.3% | +68.7% | +59.1% |
| 1Y | +21.4% | -49.2% | +70.6% | +62.2% |
| 3Y | +39.5% | -23.5% | +63.0% | +50.8% |
| 5Y | -0.5% | +0.9% | -1.4% | -6.9% |
| All | +236.2% | +131.7% | +104.6% | +115.3% |
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