+246.5%
BBY vs AGI
+392.3%
-145.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | +0.6% | -2.7% | +3.3% | +0.7% |
| 30D | +9.4% | +7.2% | +2.2% | +8.9% |
| 3M | +19.3% | +4.3% | +15.1% | +18.8% |
| 6M | +47.9% | -27.1% | +75.0% | +49.9% |
| YTD | +39.6% | -6.6% | +46.2% | +38.9% |
| 1Y | +22.2% | +9.5% | +12.7% | +20.3% |
| 3Y | +45.0% | +208.4% | -163.5% | +32.5% |
| 5Y | +2.6% | +401.6% | -399.1% | -9.6% |
| All | +246.5% | +392.3% | -145.8% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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