+103.9%
BP vs A
+15.4%
+88.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -11.6% | -0.1% | -11.6% | -11.6% |
| 30D | 0.0% | +3.4% | -3.3% | -0.5% |
| 3M | +6.7% | +23.8% | -17.1% | +3.0% |
| 6M | +2.2% | +49.0% | -46.8% | -5.0% |
| YTD | +33.0% | +29.4% | +3.6% | +26.9% |
| 1Y | +30.7% | +19.4% | +11.3% | +26.9% |
| 3Y | +44.2% | +66.2% | -22.0% | +26.5% |
| All | +103.9% | +15.4% | +88.5% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling