+128.6%
BP vs AME
+82.5%
+46.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +3.9% | +0.6% | +3.3% | +3.8% |
| 30D | +7.6% | -6.7% | +14.3% | +9.1% |
| 3M | +0.7% | +4.1% | -3.4% | -0.6% |
| 6M | +15.5% | +1.6% | +13.9% | +14.4% |
| YTD | +30.8% | +16.1% | +14.7% | +24.4% |
| 1Y | +34.3% | +27.3% | +7.0% | +23.9% |
| 3Y | +35.1% | +50.9% | -15.8% | +16.0% |
| All | +128.6% | +82.5% | +46.1% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling