+159.2%
BP vs A
+546.2%
-387.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | -11.6% | -0.1% | -11.6% | -11.6% |
| 30D | 0.0% | +3.4% | -3.3% | -0.7% |
| 3M | +6.7% | +23.8% | -17.1% | +1.8% |
| 6M | +2.2% | +49.0% | -46.8% | -6.9% |
| YTD | +33.0% | +29.4% | +3.6% | +24.3% |
| 1Y | +30.7% | +19.4% | +11.3% | +24.2% |
| 3Y | +44.2% | +66.2% | -22.0% | +25.8% |
| 5Y | +105.1% | +15.8% | +89.3% | +90.3% |
| 10Y | +133.5% | +326.1% | -192.6% | +64.4% |
| All | +159.2% | +546.2% | -387.0% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling