+133.9%
BP vs AME
+425.2%
-291.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +4.0% | +1.3% | +2.7% | +3.3% |
| 30D | +7.8% | -6.6% | +14.4% | +11.4% |
| 3M | +8.4% | +3.0% | +5.4% | +5.7% |
| 6M | +15.1% | +5.3% | +9.8% | +9.7% |
| YTD | +36.4% | +15.4% | +21.0% | +23.1% |
| 1Y | +40.9% | +26.8% | +14.1% | +19.7% |
| 3Y | +38.8% | +56.5% | -17.7% | +0.6% |
| 5Y | +141.1% | +85.2% | +55.8% | +51.4% |
| 10Y | +133.9% | +428.5% | -294.6% | -12.2% |
| All | +133.9% | +425.2% | -291.3% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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