+291.9%
AA vs BHP
+7,909.4%
-7,617.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -0.7% | -2.9% | +2.2% | +1.3% |
| 30D | +5.0% | +3.4% | +1.6% | +2.6% |
| 3M | -35.8% | +4.1% | -39.9% | -37.5% |
| 6M | -18.4% | +20.6% | -39.0% | -28.7% |
| YTD | -5.5% | +56.1% | -61.5% | -30.9% |
| 1Y | +61.0% | +69.6% | -8.6% | +11.1% |
| 3Y | +66.2% | +78.8% | -12.6% | +13.6% |
| 5Y | +11.4% | +113.1% | -101.7% | -28.9% |
| 10Y | +116.9% | +505.9% | -389.0% | -20.8% |
| All | +291.9% | +7,909.4% | -7,617.5% | -31.0% |
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