-15.8%
AFRM vs BHP
+73.4%
-89.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -7.0% | -2.9% | -4.1% | -5.8% |
| 30D | -7.8% | +3.4% | -11.2% | -9.0% |
| 3M | +5.3% | +4.1% | +1.2% | +3.4% |
| 6M | +42.6% | +20.6% | +22.1% | +30.1% |
| YTD | -2.8% | +56.1% | -58.9% | -19.0% |
| All | -15.8% | +73.4% | -89.1% | -31.8% |
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