+42.6%
BBY vs ACM
-19.8%
+62.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +8.1% | -0.3% | +8.4% | +8.2% |
| 30D | +8.9% | -12.9% | +21.9% | +14.1% |
| 3M | +22.0% | -6.4% | +28.4% | +23.8% |
| 6M | +37.8% | -29.2% | +67.0% | +58.2% |
| YTD | +37.3% | -29.9% | +67.2% | +57.0% |
| 1Y | +21.6% | -47.3% | +68.8% | +61.6% |
| All | +42.6% | -19.8% | +62.5% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling