+84.8%
BP vs AG
+445.6%
-360.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.8% |
| 7D | +3.9% | +1.0% | +2.9% | +3.7% |
| 30D | +7.6% | +19.2% | -11.6% | +4.9% |
| 3M | +0.7% | +6.2% | -5.5% | -1.0% |
| 6M | +15.5% | -26.7% | +42.2% | +17.9% |
| YTD | +30.8% | +26.1% | +4.7% | +22.6% |
| 1Y | +34.3% | +131.7% | -97.3% | +13.8% |
| 3Y | +35.1% | +255.3% | -220.3% | +2.7% |
| 5Y | +126.8% | +61.9% | +64.9% | +86.1% |
| 10Y | +123.4% | +72.0% | +51.3% | +61.1% |
| All | +84.8% | +445.6% | -360.8% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling