-68.6%
AAL vs BHP
+333.8%
-402.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.3% |
| 7D | -0.1% | -0.5% | +0.4% | +0.3% |
| 30D | +11.7% | -4.5% | +16.2% | +14.7% |
| 3M | -12.5% | -6.9% | -5.7% | -9.3% |
| 6M | +3.6% | -10.6% | +14.2% | +9.0% |
| YTD | -14.1% | +37.2% | -51.3% | -30.9% |
| 1Y | +0.8% | +48.0% | -47.3% | -22.7% |
| 3Y | +11.8% | +52.6% | -40.8% | -18.4% |
| 5Y | -35.1% | +116.5% | -151.6% | -64.8% |
| All | -68.6% | +333.8% | -402.4% | -88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling