+1,545.4%
ADM vs BHP
+7,085.6%
-5,540.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -1.8% | +3.8% | -5.7% | -3.1% |
| 30D | -13.3% | -6.5% | -6.8% | -11.5% |
| 3M | -13.4% | -8.5% | -4.8% | -11.3% |
| 6M | -9.6% | -2.2% | -7.4% | -10.1% |
| YTD | +23.0% | +40.0% | -17.0% | +7.8% |
| 1Y | +27.4% | +51.3% | -23.9% | +8.6% |
| 3Y | +5.7% | +56.5% | -50.9% | -12.4% |
| 5Y | +22.1% | +130.2% | -108.1% | -13.0% |
| 10Y | +106.0% | +336.5% | -230.5% | +14.5% |
| All | +1,545.4% | +7,085.6% | -5,540.2% | +391.6% |
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