+1,821.9%
BA vs BP
+1,327.5%
+494.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +1.2% | +3.9% | -2.8% | -0.6% |
| 30D | -11.6% | +7.6% | -19.2% | -14.7% |
| 3M | -2.4% | +0.7% | -3.1% | -3.9% |
| 6M | -6.6% | +15.5% | -22.1% | -14.6% |
| YTD | -2.2% | +30.8% | -33.1% | -16.0% |
| 1Y | -8.0% | +34.3% | -42.3% | -22.3% |
| 3Y | -5.0% | +35.1% | -40.0% | -21.5% |
| 5Y | -2.7% | +126.8% | -129.5% | -38.3% |
| 10Y | +75.9% | +123.4% | -47.5% | +13.0% |
| All | +1,821.9% | +1,327.5% | +494.4% | +649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling