+142.2%
BP vs AME
+444.5%
-302.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | +3.8% | +5.9% | -2.1% | +0.8% |
| 30D | -5.3% | -1.9% | -3.4% | -4.7% |
| 3M | +9.3% | -5.4% | +14.6% | +11.5% |
| 6M | +7.2% | +4.9% | +2.3% | +2.8% |
| YTD | +38.0% | +18.5% | +19.6% | +22.2% |
| 1Y | +33.2% | +25.5% | +7.7% | +14.0% |
| 3Y | +50.3% | +63.0% | -12.7% | +5.9% |
| 5Y | +114.1% | +78.3% | +35.8% | +38.5% |
| All | +142.2% | +444.5% | -302.3% | -11.3% |
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