+188.9%
AMAT vs BHP
+69.4%
+119.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.6% |
| 7D | -1.5% | -2.9% | +1.4% | +0.9% |
| 30D | -14.8% | +3.4% | -18.2% | -17.4% |
| 3M | -9.3% | +4.1% | -13.3% | -12.9% |
| 6M | +27.4% | +20.6% | +6.8% | +9.7% |
| YTD | +77.6% | +56.1% | +21.5% | +32.5% |
| 1Y | +188.9% | +69.6% | +119.3% | +104.3% |
| All | +188.9% | +69.4% | +119.6% | +104.3% |
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