+18,807.2%
AFL vs BHP
+8,048.4%
+10,758.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -2.4% |
| 7D | -0.7% | +1.3% | -2.0% | -1.2% |
| 30D | -7.1% | +4.0% | -11.1% | -8.7% |
| 3M | +0.4% | +12.3% | -11.9% | -4.9% |
| 6M | +4.5% | +30.8% | -26.3% | -7.6% |
| YTD | +6.1% | +58.8% | -52.7% | -13.7% |
| 1Y | +10.6% | +76.8% | -66.3% | -14.1% |
| 3Y | +64.0% | +87.5% | -23.4% | +21.1% |
| 5Y | +133.7% | +123.9% | +9.8% | +54.3% |
| 10Y | +298.0% | +504.4% | -206.3% | +70.2% |
| All | +18,807.2% | +8,048.4% | +10,758.8% | +3,628.6% |
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