+142.2%
BP vs AMC
-98.8%
+241.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +0.9% |
| 7D | +3.8% | +3.5% | +0.3% | +3.7% |
| 30D | -5.3% | +12.5% | -17.8% | -5.6% |
| 3M | +9.3% | +23.6% | -14.3% | +8.6% |
| 6M | +7.2% | +144.4% | -137.1% | +4.3% |
| YTD | +38.0% | +108.3% | -70.3% | +34.5% |
| 1Y | +33.2% | +38.9% | -5.7% | +31.0% |
| 3Y | +50.3% | -58.9% | +109.2% | +49.9% |
| 5Y | +114.1% | -99.2% | +213.3% | +127.5% |
| All | +142.2% | -98.8% | +241.0% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling