+278.2%
BP vs AGI
+4,206.7%
-3,928.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +3.8% | -10.1% | +13.9% | +4.8% |
| 30D | -5.3% | -6.5% | +1.2% | -4.9% |
| 3M | +9.3% | -12.8% | +22.1% | +10.2% |
| 6M | +7.2% | -34.3% | +41.5% | +10.6% |
| YTD | +38.0% | -25.6% | +63.7% | +39.5% |
| 1Y | +33.2% | -14.2% | +47.4% | +32.5% |
| 3Y | +50.3% | +127.3% | -77.0% | +33.3% |
| 5Y | +114.1% | +241.8% | -127.7% | +80.0% |
| 10Y | +140.7% | +381.8% | -241.1% | +84.6% |
| All | +278.2% | +4,206.7% | -3,928.5% | +128.2% |
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 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