+1,315.3%
AMAT vs BHP
+363.1%
+952.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.7% | +7.7% | +8.9% |
| 7D | -1.1% | +3.5% | -4.5% | -3.0% |
| 30D | -26.9% | -4.5% | -22.4% | -24.4% |
| 3M | -31.2% | -6.4% | -24.8% | -28.1% |
| 6M | -14.7% | -0.1% | -14.6% | -14.2% |
| YTD | +44.7% | +43.0% | +1.7% | +16.5% |
| 1Y | +62.0% | +56.5% | +5.4% | +23.3% |
| 3Y | +165.0% | +62.0% | +102.9% | +94.1% |
| 5Y | +147.1% | +130.4% | +16.7% | +36.6% |
| 10Y | +1,315.3% | +349.1% | +966.2% | +429.5% |
| All | +1,315.3% | +363.1% | +952.1% | +429.5% |
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