+94.3%
AG vs BHP
+71.0%
+23.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.3% | +0.4% | +2.4% |
| 7D | -5.8% | -3.7% | -2.1% | -0.9% |
| 30D | +6.4% | -0.8% | +7.2% | +7.2% |
| 3M | +28.4% | +7.6% | +20.8% | +16.0% |
| 6M | -24.5% | +20.8% | -45.3% | -40.8% |
| YTD | +21.2% | +50.8% | -29.6% | -24.7% |
| All | +94.3% | +71.0% | +23.3% | +5.7% |
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