-3.7%
BBY vs ACM
+3.9%
-7.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +4.0% | +5.1% | -1.0% | +1.8% |
| 30D | +17.6% | +18.7% | -1.1% | +9.1% |
| 3M | +25.9% | +15.5% | +10.4% | +17.7% |
| 6M | +85.1% | +1.2% | +83.9% | +80.8% |
| YTD | +60.6% | -25.2% | +85.8% | +80.7% |
| 1Y | +40.2% | -46.3% | +86.5% | +89.5% |
| 3Y | +86.6% | -9.6% | +96.2% | +81.7% |
| 5Y | -3.7% | +4.4% | -8.1% | -14.9% |
| All | -3.7% | +3.9% | -7.6% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling