+157.4%
BP vs AMCR
+100.2%
+57.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.9% | -1.9% | +5.8% | +4.4% |
| 30D | +7.6% | -4.1% | +11.7% | +8.7% |
| 3M | +0.7% | +21.7% | -21.0% | -5.3% |
| 6M | +15.5% | +1.5% | +14.0% | +13.5% |
| YTD | +30.8% | +13.1% | +17.7% | +23.9% |
| 1Y | +34.3% | +13.0% | +21.3% | +27.0% |
| 3Y | +35.1% | +6.9% | +28.1% | +27.8% |
| 5Y | +126.8% | -10.5% | +137.3% | +125.3% |
| 10Y | +123.4% | +20.9% | +102.5% | +92.2% |
| All | +157.4% | +100.2% | +57.2% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling