+67.1%
ADM vs BHP
+126.1%
-59.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | +8.2% | +4.0% | +4.2% | +6.8% |
| 3M | +8.7% | +11.3% | -2.5% | +4.7% |
| 6M | +29.1% | +29.3% | -0.2% | +17.9% |
| YTD | +53.7% | +59.2% | -5.6% | +30.6% |
| 1Y | +43.2% | +80.8% | -37.6% | +16.1% |
| 3Y | +21.4% | +88.0% | -66.6% | -4.9% |
| 5Y | +67.1% | +126.6% | -59.5% | +22.5% |
| All | +67.1% | +126.1% | -59.0% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling