+1,591.4%
AMAT vs BHP
+496.0%
+1,095.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.5% |
| 7D | -1.5% | -2.9% | +1.4% | +0.4% |
| 30D | -14.8% | +3.4% | -18.2% | -16.8% |
| 3M | -9.3% | +4.1% | -13.3% | -11.3% |
| 6M | +27.4% | +20.6% | +6.8% | +13.7% |
| YTD | +77.6% | +56.1% | +21.5% | +35.0% |
| 1Y | +188.9% | +69.6% | +119.3% | +108.3% |
| 3Y | +202.3% | +78.8% | +123.5% | +107.1% |
| 5Y | +248.9% | +113.1% | +135.9% | +103.5% |
| All | +1,591.4% | +496.0% | +1,095.5% | +459.1% |
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 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