+87.8%
BP vs AG
+294.5%
-206.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.6% |
| 7D | -11.6% | +6.3% | -17.9% | -12.4% |
| 30D | 0.0% | -8.9% | +9.0% | +0.9% |
| 3M | +6.7% | -12.2% | +18.9% | +7.7% |
| 6M | +2.2% | -28.3% | +30.5% | +4.7% |
| YTD | +33.0% | -8.8% | +41.8% | +29.2% |
| 1Y | +30.7% | +39.4% | -8.6% | +19.1% |
| 3Y | +44.2% | +229.4% | -185.2% | +10.3% |
| 5Y | +105.1% | +14.5% | +90.6% | +75.4% |
| 10Y | +133.5% | +82.7% | +50.8% | +65.8% |
| All | +87.8% | +294.5% | -206.6% | -20.0% |
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