+125.0%
BP vs AA
+121.7%
+3.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.5% |
| 7D | +0.9% | +1.7% | -0.7% | +0.5% |
| 30D | +9.1% | +3.3% | +5.8% | +7.9% |
| 3M | +3.9% | -29.4% | +33.3% | +13.1% |
| 6M | +13.6% | -12.8% | +26.4% | +15.0% |
| YTD | +34.0% | -2.1% | +36.2% | +30.2% |
| 1Y | +39.2% | +62.8% | -23.6% | +14.9% |
| 3Y | +36.4% | +90.5% | -54.1% | -0.3% |
| 5Y | +135.8% | +19.1% | +116.7% | +79.7% |
| 10Y | +125.0% | +124.8% | +0.2% | -0.1% |
| All | +125.0% | +121.7% | +3.3% | -0.1% |
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