+84.5%
AAPL vs BHP
+72.0%
+12.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.3% | +8.9% | +5.1% |
| 7D | -0.5% | -3.7% | +3.2% | +0.5% |
| 30D | +7.1% | -0.8% | +8.0% | +7.0% |
| 3M | +12.1% | +7.6% | +4.5% | +8.7% |
| 6M | +25.4% | +20.8% | +4.6% | +16.2% |
| YTD | +20.5% | +50.8% | -30.3% | +2.5% |
| 1Y | +44.5% | +70.9% | -26.4% | +16.7% |
| All | +84.5% | +72.0% | +12.6% | +40.0% |
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 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