+128.6%
BP vs AG
+64.2%
+64.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | +3.9% | +1.0% | +2.9% | +3.8% |
| 30D | +7.6% | +19.2% | -11.6% | +5.9% |
| 3M | +0.7% | +6.2% | -5.5% | -0.3% |
| 6M | +15.5% | -26.7% | +42.2% | +17.8% |
| YTD | +30.8% | +26.1% | +4.7% | +24.8% |
| 1Y | +34.3% | +131.7% | -97.3% | +17.6% |
| 3Y | +35.1% | +255.3% | -220.3% | +7.3% |
| All | +128.6% | +64.2% | +64.4% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling