-24.9%
AFRM vs BHP
+103.9%
-128.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | -7.0% | -2.9% | -4.1% | -4.8% |
| 30D | -7.8% | +3.4% | -11.2% | -10.4% |
| 3M | +5.3% | +4.1% | +1.2% | +1.4% |
| 6M | +42.6% | +20.6% | +22.1% | +21.1% |
| YTD | -2.8% | +56.1% | -58.9% | -34.2% |
| 1Y | -19.3% | +69.6% | -88.9% | -49.4% |
| 3Y | +231.0% | +78.8% | +152.2% | +93.5% |
| 5Y | -22.2% | +113.1% | -135.3% | -59.1% |
| All | -24.9% | +103.9% | -128.8% | -59.7% |
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 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