+26.8%
BA vs BP
+133.4%
-106.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | -0.2% |
| 7D | -1.4% | -0.8% | -0.6% | -0.9% |
| 30D | -7.9% | -3.1% | -4.7% | -6.5% |
| 3M | -25.2% | +6.2% | -31.3% | -28.5% |
| 6M | -26.7% | +4.8% | -31.5% | -30.8% |
| YTD | -19.6% | +35.2% | -54.8% | -37.1% |
| 1Y | -10.6% | +27.4% | -38.0% | -27.6% |
| 3Y | -11.2% | +49.8% | -61.0% | -37.6% |
| 5Y | -20.4% | +109.4% | -129.8% | -59.4% |
| 10Y | +26.8% | +135.7% | -108.9% | -36.0% |
| All | +26.8% | +133.4% | -106.6% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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