+142.2%
BP vs AA
+42.1%
+100.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.4% |
| 7D | +3.8% | +0.5% | +3.3% | +3.6% |
| 30D | -5.3% | -0.6% | -4.7% | -5.5% |
| 3M | +9.3% | -19.7% | +28.9% | +15.1% |
| 6M | +7.2% | -41.6% | +48.8% | +21.5% |
| YTD | +38.0% | -24.6% | +62.7% | +43.1% |
| 1Y | +33.2% | +4.9% | +28.3% | +25.0% |
| 3Y | +50.3% | +66.8% | -16.5% | +13.4% |
| 5Y | +114.1% | -19.4% | +133.5% | +84.5% |
| All | +142.2% | +42.1% | +100.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling