+42.6%
BBY vs ALC
-15.3%
+58.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.3% |
| 7D | +8.1% | -3.7% | +11.8% | +9.5% |
| 30D | +8.9% | -3.7% | +12.7% | +10.4% |
| 3M | +22.0% | +4.6% | +17.5% | +19.9% |
| 6M | +37.8% | -14.6% | +52.4% | +45.2% |
| YTD | +37.3% | -11.9% | +49.2% | +42.2% |
| 1Y | +21.6% | -13.1% | +34.7% | +26.5% |
| All | +42.6% | -15.3% | +58.0% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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