+258.5%
BP vs AGI
+5,459.2%
-5,200.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | +3.9% | +0.6% | +3.3% | +3.8% |
| 30D | +7.6% | +18.2% | -10.6% | +5.7% |
| 3M | +0.7% | -4.1% | +4.8% | +0.6% |
| 6M | +15.5% | -28.7% | +44.2% | +18.3% |
| YTD | +30.8% | -4.0% | +34.8% | +29.4% |
| 1Y | +34.3% | +17.4% | +16.9% | +29.7% |
| 3Y | +35.1% | +203.0% | -168.0% | +16.8% |
| 5Y | +126.8% | +376.7% | -249.8% | +85.2% |
| 10Y | +123.4% | +407.5% | -284.1% | +70.4% |
| All | +258.5% | +5,459.2% | -5,200.7% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling