+23.7%
BBY vs ALM
+318.3%
-294.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.2% |
| 7D | +9.5% | -2.6% | +12.1% | +9.5% |
| 30D | +6.8% | +32.0% | -25.2% | +6.5% |
| 3M | +28.9% | -15.0% | +43.9% | +29.2% |
| 6M | +37.8% | -10.1% | +47.9% | +38.4% |
| YTD | +38.7% | +99.4% | -60.7% | +33.7% |
| 1Y | +23.7% | +316.4% | -292.7% | +10.5% |
| All | +23.7% | +318.3% | -294.6% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling