+193.4%
AMAT vs BHP
+76.4%
+117.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.2% | +2.6% |
| 7D | +7.0% | +1.3% | +5.7% | +5.9% |
| 30D | -12.2% | +4.0% | -16.2% | -15.3% |
| 3M | -3.8% | +12.3% | -16.1% | -13.2% |
| 6M | +45.9% | +30.8% | +15.1% | +18.5% |
| YTD | +84.6% | +58.8% | +25.9% | +34.6% |
| 1Y | +193.4% | +76.8% | +116.5% | +102.9% |
| All | +193.4% | +76.4% | +117.0% | +102.9% |
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