+36.6%
BP vs A
+24.4%
+12.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.1% | -4.0% |
| 7D | -8.4% | -2.4% | -6.0% | -8.7% |
| 30D | +2.2% | +3.6% | -1.4% | +2.7% |
| 3M | +8.8% | +27.5% | -18.7% | +12.3% |
| 6M | -0.5% | +58.5% | -59.0% | +5.3% |
| YTD | +36.2% | +31.2% | +5.0% | +42.0% |
| 1Y | +36.6% | +22.2% | +14.4% | +44.2% |
| All | +36.6% | +24.4% | +12.2% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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