+171.7%
ADM vs BHP
+498.2%
-326.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +2.3% |
| 7D | +3.0% | -3.7% | +6.7% | +4.3% |
| 30D | +8.7% | -0.8% | +9.6% | +8.7% |
| 3M | +7.6% | +7.6% | 0.0% | +3.9% |
| 6M | +26.9% | +20.8% | +6.1% | +16.5% |
| YTD | +54.3% | +50.8% | +3.5% | +29.7% |
| 1Y | +45.7% | +70.9% | -25.3% | +16.1% |
| 3Y | +21.9% | +78.0% | -56.1% | -6.3% |
| 5Y | +67.2% | +113.1% | -45.9% | +15.7% |
| All | +171.7% | +498.2% | -326.6% | +32.9% |
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 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