+133.7%
AFL vs BHP
+110.7%
+23.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.6% | -3.6% | +2.0% | -1.1% |
| 30D | -4.0% | -1.2% | -2.8% | -4.0% |
| 3M | -0.5% | +1.2% | -1.7% | -1.1% |
| 6M | +6.5% | +21.4% | -14.9% | +1.5% |
| YTD | +6.2% | +50.4% | -44.2% | -3.9% |
| 1Y | +8.3% | +67.5% | -59.2% | -4.6% |
| 3Y | +62.5% | +72.8% | -10.3% | +39.1% |
| All | +133.7% | +110.7% | +23.0% | +82.7% |
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