+1,335.7%
BP vs AME
+18,709.1%
-17,373.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | +3.9% | +0.6% | +3.3% | +3.7% |
| 30D | +7.6% | -6.7% | +14.3% | +10.0% |
| 3M | +0.7% | +4.1% | -3.4% | -1.2% |
| 6M | +15.5% | +1.6% | +13.9% | +13.5% |
| YTD | +30.8% | +16.1% | +14.7% | +22.7% |
| 1Y | +34.3% | +27.3% | +7.0% | +21.6% |
| 3Y | +35.1% | +50.9% | -15.8% | +13.8% |
| 5Y | +126.8% | +81.4% | +45.5% | +77.3% |
| 10Y | +123.4% | +417.0% | -293.6% | +26.0% |
| All | +1,335.7% | +18,709.1% | -17,373.4% | +352.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling