+1,081.1%
BP vs ALB
+2,214.8%
-1,133.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -11.6% | +9.1% | -20.7% | -13.7% |
| 30D | 0.0% | -3.4% | +3.5% | +0.6% |
| 3M | +6.7% | -20.6% | +27.3% | +12.3% |
| 6M | +2.2% | -48.2% | +50.3% | +19.1% |
| YTD | +33.0% | -29.2% | +62.2% | +39.8% |
| 1Y | +30.7% | +10.0% | +20.7% | +21.0% |
| 3Y | +44.2% | -12.9% | +57.1% | +28.7% |
| 5Y | +105.1% | -61.3% | +166.4% | +117.9% |
| 10Y | +133.5% | +35.8% | +97.7% | +53.5% |
| All | +1,081.1% | +2,214.8% | -1,133.6% | +313.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling