-3.4%
BAC vs BP
+28.1%
-31.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +2.0% | -6.9% | +8.8% | +1.6% |
| 30D | -6.9% | -3.6% | -3.4% | -7.1% |
| 3M | -19.6% | +8.4% | -28.0% | -19.2% |
| 6M | -0.5% | +5.3% | -5.8% | -0.1% |
| YTD | -6.6% | +33.2% | -39.8% | -8.3% |
| All | -3.4% | +28.1% | -31.5% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling