+125.0%
BP vs AUR
-35.7%
+160.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | 0.0% |
| 7D | +5.2% | +1.4% | +3.8% | +5.2% |
| 30D | +8.7% | -6.4% | +15.1% | +8.8% |
| 3M | +9.3% | +7.7% | +1.6% | +8.9% |
| 6M | +13.6% | +44.5% | -30.9% | +11.8% |
| YTD | +37.7% | +67.4% | -29.8% | +34.7% |
| 1Y | +40.6% | +15.4% | +25.2% | +39.1% |
| 3Y | +40.3% | +94.8% | -54.5% | +34.2% |
| 5Y | +141.4% | -35.1% | +176.5% | +115.5% |
| All | +125.0% | -35.7% | +160.7% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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