+120.5%
BP vs AR
-27.2%
+147.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +3.9% | +2.5% | +1.4% | +3.4% |
| 30D | +7.6% | +14.8% | -7.2% | +4.4% |
| 3M | +0.7% | +6.2% | -5.5% | -0.7% |
| 6M | +15.5% | +4.3% | +11.2% | +14.4% |
| YTD | +30.8% | +14.4% | +16.5% | +26.7% |
| 1Y | +34.3% | +21.3% | +13.0% | +28.0% |
| 3Y | +35.1% | +39.8% | -4.8% | +21.6% |
| 5Y | +126.8% | +142.1% | -15.2% | +77.0% |
| 10Y | +123.4% | +52.0% | +71.3% | +81.5% |
| All | +120.5% | -27.2% | +147.7% | +107.5% |
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