+128.6%
BP vs ALB
-44.4%
+173.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +5.0% | +1.1% |
| 7D | +3.9% | -8.1% | +12.0% | +5.1% |
| 30D | +7.6% | +6.3% | +1.4% | +6.5% |
| 3M | +0.7% | -23.6% | +24.3% | +4.2% |
| 6M | +15.5% | -24.6% | +40.1% | +19.0% |
| YTD | +30.8% | -10.3% | +41.1% | +30.7% |
| 1Y | +34.3% | +61.5% | -27.2% | +20.9% |
| 3Y | +35.1% | -34.0% | +69.0% | +34.9% |
| All | +128.6% | -44.4% | +173.0% | +128.4% |
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