+124.1%
BP vs AR
-33.4%
+157.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -11.6% | -14.3% | +2.6% | -8.5% |
| 30D | 0.0% | +1.4% | -1.4% | -0.3% |
| 3M | +6.7% | +3.4% | +3.4% | +5.9% |
| 6M | +2.2% | -2.1% | +4.2% | +2.5% |
| YTD | +33.0% | +4.7% | +28.3% | +31.2% |
| 1Y | +30.7% | +10.6% | +20.1% | +27.3% |
| 3Y | +44.2% | +24.6% | +19.6% | +33.4% |
| 5Y | +105.1% | +71.9% | +33.3% | +72.0% |
| 10Y | +133.5% | +46.4% | +87.2% | +90.9% |
| All | +124.1% | -33.4% | +157.4% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling