-10.6%
AFRM vs BHP
+54.8%
-65.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.7% |
| 7D | -7.5% | +3.5% | -11.0% | -8.9% |
| 30D | -15.7% | -4.5% | -11.2% | -14.1% |
| 3M | -9.6% | -6.4% | -3.2% | -7.3% |
| 6M | +6.3% | -0.1% | +6.3% | +5.6% |
| YTD | -8.6% | +43.0% | -51.6% | -24.7% |
| All | -10.6% | +54.8% | -65.4% | -32.7% |
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 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