+97.4%
BP vs AMC
-98.1%
+195.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.4% |
| 7D | +3.9% | +2.3% | +1.6% | +3.9% |
| 30D | +7.6% | -0.7% | +8.4% | +7.6% |
| 3M | +0.7% | +35.2% | -34.5% | -0.5% |
| 6M | +15.5% | +124.6% | -109.1% | +12.2% |
| YTD | +30.8% | +69.9% | -39.0% | +27.9% |
| 1Y | +34.3% | -2.6% | +36.9% | +33.2% |
| 3Y | +35.1% | -79.8% | +114.8% | +36.8% |
| 5Y | +126.8% | -99.4% | +226.2% | +144.7% |
| 10Y | +123.4% | -98.9% | +222.2% | +111.1% |
| All | +97.4% | -98.1% | +195.5% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling