+246.5%
BBY vs AME
+445.1%
-198.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +0.8% |
| 7D | +0.6% | +1.7% | -1.2% | -0.6% |
| 30D | +9.4% | -6.4% | +15.8% | +14.5% |
| 3M | +19.3% | +7.1% | +12.3% | +13.1% |
| 6M | +47.9% | +8.2% | +39.8% | +37.8% |
| YTD | +39.6% | +18.2% | +21.4% | +21.4% |
| 1Y | +22.2% | +26.7% | -4.6% | +0.5% |
| 3Y | +45.0% | +60.7% | -15.7% | -1.3% |
| 5Y | +2.6% | +91.6% | -89.0% | -39.2% |
| All | +246.5% | +445.1% | -198.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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