+29.1%
AEM vs BHP
+71.0%
-41.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | +1.6% |
| 7D | -5.0% | -3.7% | -1.3% | -2.1% |
| 30D | +8.5% | -0.8% | +9.3% | +9.4% |
| 3M | +29.3% | +7.6% | +21.7% | +21.8% |
| 6M | -12.9% | +20.8% | -33.7% | -25.6% |
| YTD | +16.8% | +50.8% | -34.0% | -10.7% |
| All | +29.1% | +71.0% | -41.9% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling