+141.1%
BP vs AGI
+392.7%
-251.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | +4.0% | +2.2% | +1.8% | +3.7% |
| 30D | +7.8% | +11.3% | -3.4% | +6.5% |
| 3M | +8.4% | +5.6% | +2.7% | +7.3% |
| 6M | +15.1% | -27.7% | +42.7% | +18.9% |
| YTD | +36.4% | -4.1% | +40.5% | +34.3% |
| 1Y | +40.9% | +13.8% | +27.1% | +34.1% |
| 3Y | +38.8% | +217.0% | -178.2% | +6.3% |
| 5Y | +141.1% | +404.3% | -263.3% | +63.2% |
| All | +141.1% | +392.7% | -251.6% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling