+153.2%
AMAT vs BHP
+119.3%
+33.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.4% |
| 7D | +19.3% | +2.5% | +16.9% | +17.8% |
| 30D | -17.9% | -5.2% | -12.7% | -14.8% |
| 3M | -30.4% | -8.7% | -21.7% | -26.3% |
| 6M | -11.4% | -6.9% | -4.6% | -7.1% |
| YTD | +48.8% | +39.0% | +9.8% | +24.9% |
| 1Y | +66.0% | +48.9% | +17.1% | +34.2% |
| 3Y | +158.8% | +55.4% | +103.5% | +100.2% |
| 5Y | +153.2% | +119.2% | +33.9% | +71.1% |
| All | +153.2% | +119.3% | +33.9% | +71.1% |
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 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