+35.7%
BBY vs AS
+120.4%
-84.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +2.4% |
| 7D | +9.5% | -4.9% | +14.4% | +10.7% |
| 30D | +6.8% | -19.6% | +26.4% | +12.2% |
| 3M | +28.9% | -14.4% | +43.2% | +33.1% |
| 6M | +37.8% | -20.1% | +57.9% | +44.0% |
| YTD | +38.7% | -20.9% | +59.7% | +45.0% |
| 1Y | +23.7% | -21.9% | +45.6% | +29.2% |
| All | +35.7% | +120.4% | -84.7% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling