-7.7%
AAL vs BHP
+87.4%
-95.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.5% |
| 7D | -0.3% | +1.3% | -1.6% | -0.9% |
| 30D | -19.0% | +4.0% | -23.0% | -20.6% |
| 3M | -5.1% | +12.3% | -17.4% | -10.6% |
| 6M | +15.5% | +30.8% | -15.4% | +0.5% |
| YTD | -15.8% | +58.8% | -74.6% | -34.1% |
| 1Y | -0.3% | +76.8% | -77.2% | -26.7% |
| 3Y | -7.7% | +87.5% | -95.1% | -38.9% |
| All | -7.7% | +87.4% | -95.0% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling