+134.2%
BP vs AU
+699.0%
-564.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +5.2% | -4.3% | +9.5% | +5.6% |
| 30D | +8.7% | +7.3% | +1.4% | +7.9% |
| 3M | +9.3% | +26.3% | -17.0% | +6.6% |
| 6M | +13.6% | +1.8% | +11.8% | +12.2% |
| YTD | +37.7% | +26.8% | +10.9% | +32.2% |
| 1Y | +40.6% | +66.7% | -26.1% | +30.4% |
| 3Y | +40.3% | +579.1% | -538.7% | +9.1% |
| 5Y | +141.4% | +689.3% | -547.9% | +81.0% |
| All | +134.2% | +699.0% | -564.8% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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