+250.8%
BBY vs ACM
+230.8%
+20.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | +9.5% | -3.7% | +13.2% | +11.2% |
| 30D | +6.8% | -11.1% | +17.9% | +11.5% |
| 3M | +28.9% | -8.0% | +36.8% | +31.9% |
| 6M | +37.8% | -29.7% | +67.5% | +56.9% |
| YTD | +38.7% | -29.4% | +68.1% | +56.8% |
| 1Y | +23.7% | -46.4% | +70.1% | +56.6% |
| 3Y | +39.1% | -22.3% | +61.5% | +49.3% |
| 5Y | -0.4% | +4.5% | -4.9% | -6.7% |
| 10Y | +234.0% | +127.6% | +106.4% | +114.4% |
| All | +250.8% | +230.8% | +20.0% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling