+135.7%
BP vs AME
+437.3%
-301.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -0.8% | +1.1% | -1.9% | -1.5% |
| 30D | -3.1% | -4.1% | +0.9% | -1.5% |
| 3M | +6.2% | -6.3% | +12.5% | +8.9% |
| 6M | +4.8% | +3.5% | +1.2% | +1.2% |
| YTD | +35.2% | +17.3% | +17.9% | +20.3% |
| 1Y | +27.4% | +22.0% | +5.4% | +10.7% |
| 3Y | +49.8% | +62.0% | -12.3% | +5.8% |
| 5Y | +109.4% | +78.5% | +30.9% | +35.1% |
| 10Y | +135.7% | +441.6% | -305.9% | -13.3% |
| All | +135.7% | +437.3% | -301.6% | -13.3% |
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