+134.0%
BP vs AGI
+388.9%
-254.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.2% |
| 7D | +5.7% | -5.3% | +11.0% | +6.2% |
| 30D | +8.1% | +6.8% | +1.3% | +7.3% |
| 3M | +8.6% | +8.3% | +0.3% | +7.3% |
| 6M | +18.1% | -29.2% | +47.4% | +21.1% |
| YTD | +37.6% | -7.3% | +44.9% | +36.5% |
| 1Y | +39.4% | +8.0% | +31.4% | +35.5% |
| 3Y | +40.1% | +206.6% | -166.5% | +19.9% |
| 5Y | +141.3% | +398.1% | -256.8% | +94.1% |
| All | +134.0% | +388.9% | -254.9% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling