-0.6%
BBY vs ACM
+1.3%
-1.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.1% |
| 7D | +1.2% | -3.7% | +4.9% | +2.8% |
| 30D | +6.8% | -12.7% | +19.5% | +12.5% |
| 3M | +18.7% | -9.8% | +28.5% | +22.6% |
| 6M | +37.3% | -31.4% | +68.7% | +61.1% |
| YTD | +35.3% | -32.1% | +67.4% | +58.2% |
| 1Y | +20.7% | -47.8% | +68.5% | +61.6% |
| 3Y | +39.4% | -22.1% | +61.5% | +46.7% |
| All | -0.6% | +1.3% | -1.8% | -6.8% |
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