+135.7%
BP vs AR
+58.9%
+76.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | -0.8% | +2.1% | -2.9% | -1.2% |
| 30D | -3.1% | +4.5% | -7.7% | -4.1% |
| 3M | +6.2% | +1.0% | +5.1% | +5.8% |
| 6M | +4.8% | +4.4% | +0.4% | +3.7% |
| YTD | +35.2% | +10.9% | +24.3% | +31.8% |
| 1Y | +27.4% | +8.6% | +18.9% | +24.7% |
| 3Y | +49.8% | +48.5% | +1.3% | +34.5% |
| 5Y | +109.4% | +95.7% | +13.6% | +74.0% |
| 10Y | +135.7% | +55.5% | +80.2% | +84.1% |
| All | +135.7% | +58.9% | +76.8% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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