+59.7%
BBY vs AS
+131.9%
-72.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +1.6% |
| 7D | +3.7% | -3.0% | +6.8% | +4.5% |
| 30D | +20.9% | +9.6% | +11.3% | +18.4% |
| 3M | +27.6% | -8.2% | +35.8% | +29.9% |
| 6M | +86.9% | -9.9% | +96.8% | +90.5% |
| YTD | +63.3% | -16.8% | +80.1% | +68.6% |
| 1Y | +42.6% | +3.0% | +39.6% | +39.6% |
| All | +59.7% | +131.9% | -72.2% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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