+155.0%
BP vs A
+457.0%
-302.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +3.9% | -1.9% | +5.9% | +4.3% |
| 30D | +7.6% | +6.9% | +0.7% | +6.1% |
| 3M | +0.7% | +9.2% | -8.5% | -1.4% |
| 6M | +15.5% | +25.7% | -10.2% | +9.0% |
| YTD | +30.8% | +11.5% | +19.3% | +26.4% |
| 1Y | +34.3% | +18.4% | +15.9% | +27.8% |
| 3Y | +35.1% | +26.6% | +8.4% | +24.8% |
| 5Y | +126.8% | -12.8% | +139.6% | +123.6% |
| 10Y | +123.4% | +247.2% | -123.8% | +64.3% |
| All | +155.0% | +457.0% | -302.0% | +42.8% |
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