+44.2%
BP vs AG
+219.8%
-175.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | -11.6% | +6.3% | -17.9% | -11.9% |
| 30D | 0.0% | -8.9% | +9.0% | +0.4% |
| 3M | +6.7% | -12.2% | +18.9% | +7.0% |
| 6M | +2.2% | -28.3% | +30.5% | +3.3% |
| YTD | +33.0% | -8.8% | +41.8% | +30.2% |
| 1Y | +30.7% | +39.4% | -8.6% | +22.5% |
| 3Y | +44.2% | +229.4% | -185.2% | +20.6% |
| All | +44.2% | +219.8% | -175.6% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling