-8.6%
BBY vs AUR
-35.7%
+27.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.9% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | +9.4% | -6.4% | +15.8% | +9.9% |
| 3M | +19.3% | +7.7% | +11.6% | +17.8% |
| 6M | +47.9% | +44.5% | +3.4% | +40.1% |
| YTD | +39.6% | +67.4% | -27.9% | +29.5% |
| 1Y | +22.2% | +15.4% | +6.7% | +17.7% |
| 3Y | +45.0% | +94.8% | -49.9% | +21.4% |
| 5Y | +2.6% | -35.1% | +37.7% | -13.9% |
| All | -8.6% | -35.7% | +27.1% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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