+14.6%
AA vs BHP
+125.4%
-110.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +1.7% |
| 7D | +1.7% | +1.3% | +0.4% | +0.3% |
| 30D | +3.3% | +4.0% | -0.6% | -0.9% |
| 3M | -29.4% | +12.3% | -41.7% | -37.9% |
| 6M | -12.8% | +30.8% | -43.6% | -35.8% |
| YTD | -2.1% | +58.8% | -60.9% | -42.4% |
| 1Y | +62.8% | +76.8% | -14.1% | -15.3% |
| 3Y | +90.5% | +87.5% | +3.0% | -6.7% |
| All | +14.6% | +125.4% | -110.8% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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