-20.9%
AFRM vs BHP
+115.8%
-136.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | -7.0% | -2.9% | -4.1% | -4.7% |
| 30D | -7.8% | +3.4% | -11.2% | -10.5% |
| 3M | +5.3% | +4.1% | +1.2% | +1.1% |
| 6M | +42.6% | +20.6% | +22.1% | +19.6% |
| YTD | -2.8% | +56.1% | -58.9% | -36.2% |
| 1Y | -19.3% | +69.6% | -88.9% | -51.3% |
| 3Y | +231.0% | +78.8% | +152.2% | +83.4% |
| All | -20.9% | +115.8% | -136.8% | -58.2% |
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