+1,359.3%
BP vs AME
+18,019.4%
-16,660.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.2% |
| 7D | -11.6% | -5.2% | -6.5% | -10.1% |
| 30D | 0.0% | -8.0% | +8.1% | +2.7% |
| 3M | +6.7% | -8.9% | +15.6% | +9.6% |
| 6M | +2.2% | -5.0% | +7.1% | +2.9% |
| YTD | +33.0% | +11.9% | +21.1% | +25.9% |
| 1Y | +30.7% | +16.6% | +14.1% | +21.9% |
| 3Y | +44.2% | +62.5% | -18.3% | +18.1% |
| 5Y | +105.1% | +67.6% | +37.5% | +64.6% |
| 10Y | +133.5% | +450.4% | -316.8% | +29.2% |
| All | +1,359.3% | +18,019.4% | -16,660.1% | +363.9% |
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 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