+246.5%
BBY vs ALM
+2,589.2%
-2,342.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.5% | +9.6% | +3.2% |
| 7D | +0.6% | -11.8% | +12.4% | +0.8% |
| 30D | +9.4% | +7.8% | +1.6% | +9.1% |
| 3M | +19.3% | -9.3% | +28.6% | +19.3% |
| 6M | +47.9% | -30.5% | +78.4% | +48.4% |
| YTD | +39.6% | +75.8% | -36.3% | +36.3% |
| 1Y | +22.2% | +241.2% | -219.0% | +16.9% |
| 3Y | +45.0% | +1,872.6% | -1,827.6% | +28.9% |
| 5Y | +2.6% | +849.6% | -847.0% | -7.5% |
| All | +246.5% | +2,589.2% | -2,342.7% | +204.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling