+40.9%
BP vs AG
+124.1%
-83.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.8% |
| 7D | +4.0% | -0.1% | +4.1% | +4.0% |
| 30D | +7.8% | +12.5% | -4.6% | +8.3% |
| 3M | +8.4% | +28.2% | -19.8% | +9.4% |
| 6M | +15.1% | -18.8% | +33.9% | +16.1% |
| YTD | +36.4% | +27.4% | +9.0% | +38.6% |
| 1Y | +40.9% | +132.2% | -91.3% | +43.6% |
| All | +40.9% | +124.1% | -83.2% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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