-1.5%
BBY vs ALM
+958.0%
-959.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | -1.4% |
| 7D | +1.2% | +3.6% | -2.4% | +1.1% |
| 30D | +6.8% | +33.8% | -27.0% | +6.0% |
| 3M | +18.7% | +14.8% | +4.0% | +18.1% |
| 6M | +37.3% | -7.0% | +44.2% | +37.0% |
| YTD | +35.3% | +108.1% | -72.8% | +31.4% |
| 1Y | +20.7% | +313.8% | -293.1% | +14.5% |
| 3Y | +39.4% | +2,227.6% | -2,188.2% | +19.7% |
| 5Y | -1.5% | +956.6% | -958.1% | -10.4% |
| All | -1.5% | +958.0% | -959.5% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling