+33.4%
AG vs BHP
+53.4%
-20.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.6% | +6.6% | +5.6% |
| 7D | -2.6% | -2.5% | -0.1% | +1.2% |
| 30D | -12.1% | -7.7% | -4.4% | -1.3% |
| 3M | -6.6% | -6.4% | -0.2% | +2.9% |
| 6M | -20.5% | +5.2% | -25.6% | -24.2% |
| YTD | -7.4% | +38.3% | -45.8% | -29.0% |
| 1Y | +33.4% | +53.4% | -20.0% | -2.4% |
| All | +33.4% | +53.4% | -20.0% | -2.4% |
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