+58.1%
BBY vs AS
+137.8%
-79.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -1.6% |
| 7D | +10.9% | +4.5% | +6.4% | +9.9% |
| 30D | +19.6% | +13.2% | +6.4% | +16.3% |
| 3M | +27.6% | -11.9% | +39.5% | +31.1% |
| 6M | +79.4% | -11.6% | +91.0% | +83.7% |
| YTD | +61.7% | -14.7% | +76.4% | +65.9% |
| 1Y | +40.3% | +5.7% | +34.6% | +36.6% |
| All | +58.1% | +137.8% | -79.6% | +41.7% |
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