+1,630.9%
ADM vs BHP
+6,941.2%
-5,310.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.1% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | -12.8% | -4.5% | -8.3% | -11.7% |
| 3M | -8.5% | -6.9% | -1.6% | -6.8% |
| 6M | -10.9% | -10.6% | -0.4% | -8.8% |
| YTD | +29.4% | +37.2% | -7.8% | +14.1% |
| 1Y | +27.5% | +48.0% | -20.5% | +9.5% |
| 3Y | +10.3% | +52.6% | -42.2% | -7.8% |
| 5Y | +27.4% | +116.5% | -89.1% | -7.4% |
| 10Y | +134.6% | +334.9% | -200.3% | +30.5% |
| All | +1,630.9% | +6,941.2% | -5,310.3% | +420.5% |
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 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