+103.9%
BP vs ALB
-61.7%
+165.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -11.6% | +9.1% | -20.7% | -12.7% |
| 30D | 0.0% | -3.4% | +3.5% | +0.4% |
| 3M | +6.7% | -20.6% | +27.3% | +9.8% |
| 6M | +2.2% | -48.2% | +50.3% | +11.3% |
| YTD | +33.0% | -29.2% | +62.2% | +36.9% |
| 1Y | +30.7% | +10.0% | +20.7% | +24.9% |
| 3Y | +44.2% | -12.9% | +57.1% | +34.4% |
| All | +103.9% | -61.7% | +165.6% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling