+246.5%
BBY vs AMCR
+14.6%
+231.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.9% |
| 7D | +0.6% | -6.3% | +6.9% | +3.8% |
| 30D | +9.4% | -7.8% | +17.2% | +13.8% |
| 3M | +19.3% | +7.5% | +11.8% | +14.8% |
| 6M | +47.9% | +2.7% | +45.2% | +44.3% |
| YTD | +39.6% | +6.0% | +33.5% | +32.9% |
| 1Y | +22.2% | +7.8% | +14.4% | +15.0% |
| 3Y | +45.0% | +5.8% | +39.2% | +36.5% |
| 5Y | +2.6% | -11.6% | +14.2% | +5.6% |
| All | +246.5% | +14.6% | +231.9% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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