+44.2%
BP vs AA
+52.9%
-8.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.8% |
| 7D | -11.6% | +0.9% | -12.5% | -11.8% |
| 30D | 0.0% | -6.7% | +6.7% | +1.0% |
| 3M | +6.7% | -16.3% | +23.1% | +9.2% |
| 6M | +2.2% | -37.1% | +39.3% | +8.6% |
| YTD | +33.0% | -25.0% | +58.0% | +35.7% |
| 1Y | +30.7% | +8.6% | +22.1% | +24.4% |
| 3Y | +44.2% | +57.2% | -13.0% | +23.5% |
| All | +44.2% | +52.9% | -8.7% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling