+126.7%
AMAT vs BHP
+120.8%
+6.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.6% | +3.2% |
| 7D | -14.7% | +0.9% | -15.6% | -15.2% |
| 30D | -36.1% | -6.3% | -29.8% | -33.3% |
| 3M | -36.9% | -7.1% | -29.7% | -33.9% |
| 6M | -22.2% | -3.2% | -19.0% | -20.2% |
| YTD | +29.9% | +37.9% | -8.0% | +9.5% |
| 1Y | +43.3% | +49.7% | -6.4% | +15.4% |
| 3Y | +142.7% | +51.7% | +91.0% | +89.8% |
| All | +126.7% | +120.8% | +6.0% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling