-19.1%
AJG vs BHP
+70.6%
-89.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.3% |
| 7D | -8.3% | -3.6% | -4.7% | -8.8% |
| 30D | -5.7% | -1.2% | -4.5% | -5.8% |
| 3M | +9.1% | +1.2% | +7.9% | +10.2% |
| 6M | +15.2% | +21.4% | -6.2% | +19.4% |
| YTD | -6.3% | +50.4% | -56.7% | +0.9% |
| 1Y | -19.1% | +67.5% | -86.6% | -11.1% |
| All | -19.1% | +70.6% | -89.7% | -11.1% |
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 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