+214.4%
AA vs BHP
+7,085.6%
-6,871.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -2.9% |
| 7D | +1.2% | +3.8% | -2.6% | -1.2% |
| 30D | -5.0% | -6.5% | +1.5% | -0.3% |
| 3M | -22.2% | -8.5% | -13.7% | -17.2% |
| 6M | -36.3% | -2.2% | -34.2% | -35.2% |
| YTD | -24.2% | +40.0% | -64.2% | -40.2% |
| 1Y | +3.9% | +51.3% | -47.4% | -22.2% |
| 3Y | +67.6% | +56.5% | +11.0% | +25.2% |
| 5Y | -8.8% | +130.2% | -139.0% | -44.2% |
| 10Y | +45.0% | +336.5% | -291.6% | -35.0% |
| All | +214.4% | +7,085.6% | -6,871.2% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling