+1,335.7%
BP vs AA
+295.2%
+1,040.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | +3.9% | -0.7% | +4.6% | +4.1% |
| 30D | +7.6% | +5.0% | +2.6% | +5.7% |
| 3M | +0.7% | -35.8% | +36.5% | +13.0% |
| 6M | +15.5% | -18.4% | +33.9% | +19.2% |
| YTD | +30.8% | -5.5% | +36.3% | +28.3% |
| 1Y | +34.3% | +61.0% | -26.7% | +10.8% |
| 3Y | +35.1% | +66.2% | -31.2% | +2.7% |
| 5Y | +126.8% | +11.4% | +115.4% | +77.9% |
| 10Y | +123.4% | +116.9% | +6.5% | +20.0% |
| All | +1,335.7% | +295.2% | +1,040.5% | +537.4% |
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