+40.6%
BBY vs ALM
+2,150.5%
-2,109.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | -1.4% |
| 7D | +1.2% | +3.6% | -2.4% | +1.2% |
| 30D | +6.8% | +33.8% | -27.0% | +6.5% |
| 3M | +18.7% | +14.8% | +4.0% | +18.5% |
| 6M | +37.3% | -7.0% | +44.2% | +37.3% |
| YTD | +35.3% | +108.1% | -72.8% | +33.4% |
| 1Y | +20.7% | +313.8% | -293.1% | +17.7% |
| All | +40.6% | +2,150.5% | -2,109.9% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling