+171.6%
BP vs AMCR
+100.3%
+71.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | -2.4% | +6.2% | +4.4% |
| 30D | -5.3% | +3.6% | -8.9% | -6.4% |
| 3M | +9.3% | -4.2% | +13.5% | +10.1% |
| 6M | +7.2% | +15.5% | -8.3% | +1.7% |
| YTD | +38.0% | +9.7% | +28.3% | +31.4% |
| 1Y | +33.2% | +8.3% | +24.9% | +27.2% |
| 3Y | +50.3% | +15.4% | +34.9% | +38.3% |
| 5Y | +114.1% | -9.1% | +123.2% | +110.8% |
| 10Y | +140.7% | +18.6% | +122.1% | +106.0% |
| All | +171.6% | +100.3% | +71.3% | +139.9% |
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 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