+127.0%
BP vs AME
+438.4%
-311.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -6.3% | -4.1% | -2.2% | -4.5% |
| 30D | -3.6% | -4.1% | +0.5% | -1.9% |
| 3M | +5.2% | -5.6% | +10.9% | +7.5% |
| 6M | +5.3% | +2.8% | +2.5% | +2.0% |
| YTD | +33.1% | +16.6% | +16.5% | +18.8% |
| 1Y | +26.3% | +21.1% | +5.2% | +10.1% |
| 3Y | +47.5% | +61.1% | -13.6% | +4.5% |
| 5Y | +106.2% | +76.6% | +29.6% | +33.8% |
| 10Y | +127.0% | +431.3% | -304.4% | -16.9% |
| All | +127.0% | +438.4% | -311.4% | -16.9% |
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