+135.7%
BP vs AA
+48.4%
+87.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.1% | +0.8% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | -3.1% | -1.3% | -1.9% | -3.2% |
| 3M | +6.2% | -23.9% | +30.1% | +13.4% |
| 6M | +4.8% | -36.8% | +41.6% | +16.2% |
| YTD | +35.2% | -22.2% | +57.3% | +38.9% |
| 1Y | +27.4% | +10.4% | +17.1% | +17.7% |
| 3Y | +49.8% | +72.0% | -22.3% | +12.1% |
| 5Y | +109.4% | -15.6% | +125.0% | +78.1% |
| 10Y | +135.7% | +47.8% | +87.9% | +18.7% |
| All | +135.7% | +48.4% | +87.3% | +18.7% |
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