+127.0%
BP vs ALB
+34.3%
+92.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.9% |
| 7D | -6.3% | +5.3% | -11.6% | -7.4% |
| 30D | -3.6% | -6.3% | +2.6% | -2.6% |
| 3M | +5.2% | -27.4% | +32.6% | +11.8% |
| 6M | +5.3% | -53.1% | +58.4% | +22.0% |
| YTD | +33.1% | -32.3% | +65.4% | +39.9% |
| 1Y | +26.3% | -7.3% | +33.6% | +22.8% |
| 3Y | +47.5% | -14.9% | +62.4% | +34.2% |
| 5Y | +106.2% | -62.0% | +168.2% | +121.5% |
| 10Y | +127.0% | +33.0% | +93.9% | +40.9% |
| All | +127.0% | +34.3% | +92.6% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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