+255.2%
AG vs BHP
+483.7%
-228.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -1.5% |
| 7D | -10.0% | -0.5% | -9.5% | -9.5% |
| 30D | -10.5% | -4.5% | -6.0% | -6.9% |
| 3M | -27.3% | -6.9% | -20.4% | -22.6% |
| 6M | -43.0% | -10.6% | -32.4% | -36.4% |
| YTD | -17.9% | +37.2% | -55.1% | -31.4% |
| 1Y | +11.9% | +48.0% | -36.1% | -11.2% |
| 3Y | +201.8% | +52.6% | +149.3% | +140.0% |
| 5Y | -0.1% | +116.5% | -116.5% | -38.9% |
| 10Y | +72.7% | +334.9% | -262.2% | -40.8% |
| All | +255.2% | +483.7% | -228.5% | -8.1% |
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