-27.8%
AAL vs BHP
+712.3%
-740.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | -3.7% | -2.9% | -0.8% | -2.2% |
| 30D | -20.8% | +3.4% | -24.2% | -22.3% |
| 3M | -1.3% | +4.1% | -5.3% | -4.1% |
| 6M | +5.4% | +20.6% | -15.2% | -5.3% |
| YTD | -14.4% | +56.1% | -70.4% | -33.4% |
| 1Y | +2.1% | +69.6% | -67.5% | -24.4% |
| 3Y | -10.6% | +78.8% | -89.4% | -36.7% |
| 5Y | -32.2% | +113.1% | -145.3% | -58.3% |
| 10Y | -62.7% | +505.9% | -568.6% | -86.6% |
| All | -27.8% | +712.3% | -740.2% | -78.4% |
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