+445.6%
AG vs BHP
+563.9%
-118.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.7% |
| 7D | +1.0% | -2.9% | +3.9% | +3.3% |
| 30D | +19.2% | +3.4% | +15.8% | +16.5% |
| 3M | +6.2% | +4.1% | +2.1% | +4.6% |
| 6M | -26.7% | +20.6% | -47.3% | -34.2% |
| YTD | +26.1% | +56.1% | -29.9% | -4.9% |
| 1Y | +131.7% | +69.6% | +62.1% | +65.6% |
| 3Y | +255.3% | +78.8% | +176.5% | +148.2% |
| 5Y | +61.9% | +113.1% | -51.1% | -1.8% |
| 10Y | +72.0% | +505.9% | -433.9% | -53.9% |
| All | +445.6% | +563.9% | -118.3% | +27.2% |
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 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