+38.4%
BP vs AA
+62.0%
-23.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +2.2% |
| 7D | +0.9% | +1.7% | -0.7% | +0.8% |
| 30D | +9.1% | +3.3% | +5.8% | +8.8% |
| 3M | +3.9% | -29.4% | +33.3% | +6.4% |
| 6M | +13.6% | -12.8% | +26.4% | +14.6% |
| YTD | +34.0% | -2.1% | +36.2% | +34.1% |
| All | +38.4% | +62.0% | -23.6% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling