+141.3%
BP vs AUR
-36.2%
+177.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +0.9% |
| 7D | +5.7% | +0.2% | +5.6% | +5.7% |
| 30D | +8.1% | -8.9% | +17.0% | +8.3% |
| 3M | +8.6% | +4.6% | +4.0% | +8.3% |
| 6M | +18.1% | +44.9% | -26.7% | +16.3% |
| YTD | +37.6% | +64.8% | -27.2% | +34.7% |
| 1Y | +39.4% | +16.4% | +23.0% | +37.8% |
| 3Y | +40.1% | +85.1% | -45.0% | +34.1% |
| 5Y | +141.3% | -36.1% | +177.4% | +116.1% |
| All | +141.3% | -36.2% | +177.5% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling