+1,064.4%
BAC vs BP
+1,351.0%
-286.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.2% | -11.6% | +10.4% | +4.8% |
| 30D | -7.7% | 0.0% | -7.7% | -8.2% |
| 3M | -21.2% | +6.7% | -27.9% | -24.4% |
| 6M | -6.8% | +2.2% | -9.0% | -9.6% |
| YTD | -8.7% | +33.0% | -41.7% | -23.6% |
| 1Y | -5.3% | +30.7% | -36.0% | -20.3% |
| 3Y | +87.4% | +44.2% | +43.3% | +46.2% |
| 5Y | +18.9% | +105.1% | -86.2% | -25.4% |
| 10Y | +273.3% | +133.5% | +139.8% | +107.1% |
| All | +1,064.4% | +1,351.0% | -286.6% | +323.3% |
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