+201.8%
AG vs BHP
+53.3%
+148.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -0.9% |
| 7D | -10.0% | -0.5% | -9.5% | -9.2% |
| 30D | -10.5% | -4.5% | -6.0% | -4.8% |
| 3M | -27.3% | -6.9% | -20.4% | -19.9% |
| 6M | -43.0% | -10.6% | -32.4% | -33.0% |
| YTD | -17.9% | +37.2% | -55.1% | -39.5% |
| 1Y | +11.9% | +48.0% | -36.1% | -24.1% |
| 3Y | +201.8% | +52.6% | +149.3% | +102.2% |
| All | +201.8% | +53.3% | +148.5% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling