+134.1%
BP vs AMCR
+14.6%
+119.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +5.2% | -6.3% | +11.5% | +7.6% |
| 30D | +8.7% | -7.8% | +16.5% | +11.7% |
| 3M | +9.3% | +7.5% | +1.8% | +5.4% |
| 6M | +13.6% | +2.7% | +10.9% | +9.8% |
| YTD | +37.7% | +6.0% | +31.6% | +30.6% |
| 1Y | +40.6% | +7.8% | +32.8% | +32.1% |
| 3Y | +40.3% | +5.8% | +34.6% | +29.0% |
| 5Y | +141.4% | -11.6% | +153.0% | +137.6% |
| All | +134.1% | +14.6% | +119.5% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded AMCR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling