+141.3%
BP vs AU
+673.1%
-531.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.2% |
| 7D | +5.7% | -7.0% | +12.7% | +6.3% |
| 30D | +8.1% | +7.3% | +0.8% | +7.3% |
| 3M | +8.6% | +33.2% | -24.6% | +5.6% |
| 6M | +18.1% | -0.6% | +18.7% | +17.3% |
| YTD | +37.6% | +26.2% | +11.5% | +32.1% |
| 1Y | +39.4% | +68.3% | -28.9% | +28.2% |
| 3Y | +40.1% | +592.1% | -552.0% | +3.4% |
| 5Y | +141.3% | +685.3% | -543.9% | +68.8% |
| All | +141.3% | +673.1% | -531.8% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling