+11,036.6%
AJG vs BHP
+7,619.7%
+3,416.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -8.3% | -3.6% | -4.7% | -7.7% |
| 30D | -5.7% | -1.2% | -4.5% | -5.5% |
| 3M | +9.1% | +1.2% | +7.9% | +8.4% |
| 6M | +15.2% | +21.4% | -6.2% | +10.3% |
| YTD | -6.3% | +50.4% | -56.7% | -14.0% |
| 1Y | -19.1% | +67.5% | -86.6% | -27.3% |
| 3Y | +8.2% | +72.8% | -64.6% | -4.6% |
| 5Y | +75.6% | +112.6% | -37.0% | +46.5% |
| 10Y | +471.1% | +481.7% | -10.6% | +292.6% |
| All | +11,036.6% | +7,619.7% | +3,416.8% | +5,637.8% |
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