+30.7%
BP vs ALB
-9.0%
+39.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | +2.5% | -3.6% | +6.1% | +2.6% |
| 30D | -5.6% | -2.9% | -2.7% | -5.5% |
| 3M | +8.0% | -25.8% | +33.9% | +9.5% |
| 6M | +5.7% | -53.6% | +59.2% | +9.9% |
| YTD | +36.8% | -32.4% | +69.2% | +46.1% |
| 1Y | +30.7% | -13.0% | +43.7% | +43.7% |
| All | +30.7% | -9.0% | +39.7% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling