+88.6%
BBY vs ALM
+909.2%
-820.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | +0.5% |
| 7D | +4.5% | +1.2% | +3.2% | +4.4% |
| 30D | +16.8% | -19.3% | +36.1% | +17.0% |
| 3M | +23.2% | -40.6% | +63.9% | +23.5% |
| 6M | +91.9% | -57.9% | +149.8% | +93.0% |
| YTD | +61.6% | -6.7% | +68.3% | +59.6% |
| 1Y | +43.9% | +20.2% | +23.7% | +41.2% |
| 3Y | +88.6% | +879.4% | -790.8% | +75.9% |
| All | +88.6% | +909.2% | -820.6% | +75.9% |
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