+34.3%
BBY vs AS
+114.1%
-79.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.4% |
| 7D | +8.1% | -2.6% | +10.7% | +8.7% |
| 30D | +8.9% | -22.1% | +31.1% | +15.2% |
| 3M | +22.0% | -15.3% | +37.4% | +26.4% |
| 6M | +37.8% | -15.6% | +53.4% | +42.2% |
| YTD | +37.3% | -23.2% | +60.5% | +44.5% |
| 1Y | +21.6% | -21.7% | +43.3% | +26.9% |
| All | +34.3% | +114.1% | -79.8% | +23.4% |
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