+265.8%
BBY vs AR
-27.2%
+293.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | +9.5% | +2.5% | +7.0% | +9.2% |
| 30D | +6.8% | +14.8% | -8.0% | +5.0% |
| 3M | +28.9% | +6.2% | +22.6% | +27.6% |
| 6M | +37.8% | +4.3% | +33.5% | +36.3% |
| YTD | +38.7% | +14.4% | +24.4% | +35.3% |
| 1Y | +23.7% | +21.3% | +2.4% | +19.4% |
| 3Y | +39.1% | +39.8% | -0.7% | +30.0% |
| 5Y | -0.4% | +142.1% | -142.5% | -15.0% |
| 10Y | +234.0% | +52.0% | +182.0% | +154.8% |
| All | +265.8% | -27.2% | +293.0% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 all: compounded portfolio wealth divided by compounded AR 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…
all analysis · Full analysis span regression · 6 months rolling