+134.0%
BP vs AMCR
+16.5%
+117.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +5.7% | -5.0% | +10.7% | +7.6% |
| 30D | +8.1% | -8.0% | +16.1% | +11.2% |
| 3M | +8.6% | +14.3% | -5.7% | +2.3% |
| 6M | +18.1% | +5.3% | +12.8% | +13.2% |
| YTD | +37.6% | +7.7% | +29.9% | +29.8% |
| 1Y | +39.4% | +10.8% | +28.5% | +29.5% |
| 3Y | +40.1% | +9.6% | +30.5% | +26.8% |
| 5Y | +141.3% | -10.2% | +151.5% | +136.2% |
| All | +134.0% | +16.5% | +117.6% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling