+1,359.3%
BP vs AA
+213.5%
+1,145.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.2% |
| 7D | -11.6% | +0.9% | -12.5% | -12.0% |
| 30D | 0.0% | -6.7% | +6.7% | +1.7% |
| 3M | +6.7% | -16.3% | +23.1% | +11.3% |
| 6M | +2.2% | -37.1% | +39.3% | +14.0% |
| YTD | +33.0% | -25.0% | +58.0% | +38.6% |
| 1Y | +30.7% | +8.6% | +22.1% | +21.5% |
| 3Y | +44.2% | +57.2% | -13.0% | +11.5% |
| 5Y | +105.1% | -13.0% | +118.2% | +73.6% |
| 10Y | +133.5% | +65.5% | +68.0% | +35.4% |
| All | +1,359.3% | +213.5% | +1,145.8% | +588.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling