+1,370.8%
AMAT vs BHP
+330.6%
+1,040.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.9% |
| 7D | -2.5% | +3.8% | -6.3% | -4.6% |
| 30D | -26.5% | -6.5% | -20.0% | -22.9% |
| 3M | -28.6% | -8.5% | -20.1% | -24.3% |
| 6M | -14.2% | -2.2% | -12.1% | -12.6% |
| YTD | +45.5% | +40.0% | +5.5% | +18.7% |
| 1Y | +59.3% | +51.3% | +8.0% | +23.9% |
| 3Y | +153.1% | +56.5% | +96.6% | +89.3% |
| 5Y | +158.2% | +130.2% | +28.0% | +42.5% |
| 10Y | +1,370.8% | +336.5% | +1,034.3% | +456.6% |
| All | +1,370.8% | +330.6% | +1,040.2% | +456.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling