+46.8%
BP vs ALC
+24.0%
+22.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | +3.9% | -2.1% | +6.0% | +4.6% |
| 30D | +7.6% | -0.1% | +7.7% | +7.5% |
| 3M | +0.7% | +5.9% | -5.2% | -1.6% |
| 6M | +15.5% | -15.9% | +31.4% | +21.2% |
| YTD | +30.8% | -10.1% | +40.9% | +33.6% |
| 1Y | +34.3% | -10.2% | +44.5% | +36.6% |
| 3Y | +35.1% | -13.6% | +48.6% | +35.4% |
| 5Y | +126.8% | -15.1% | +142.0% | +124.1% |
| All | +46.8% | +24.0% | +22.8% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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