+1,908.9%
ADM vs BHP
+7,909.4%
-6,000.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +3.8% | -2.9% | +6.7% | +4.7% |
| 30D | +9.8% | +3.4% | +6.4% | +8.3% |
| 3M | +2.1% | +4.1% | -1.9% | 0.0% |
| 6M | +27.5% | +20.6% | +6.9% | +18.2% |
| YTD | +50.2% | +56.1% | -5.9% | +27.5% |
| 1Y | +40.6% | +69.6% | -29.0% | +15.5% |
| 3Y | +17.2% | +78.8% | -61.6% | -6.8% |
| 5Y | +61.9% | +113.1% | -51.2% | +18.6% |
| 10Y | +159.3% | +505.9% | -346.6% | +29.8% |
| All | +1,908.9% | +7,909.4% | -6,000.5% | +481.5% |
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