+100,756.0%
AMAT vs BHP
+6,976.6%
+93,779.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.6% | +3.5% |
| 7D | -14.7% | +0.9% | -15.6% | -15.0% |
| 30D | -36.1% | -6.3% | -29.8% | -34.1% |
| 3M | -36.9% | -7.1% | -29.7% | -34.7% |
| 6M | -22.2% | -3.2% | -19.0% | -20.5% |
| YTD | +29.9% | +37.9% | -8.0% | +13.9% |
| 1Y | +43.3% | +49.7% | -6.4% | +21.2% |
| 3Y | +142.7% | +51.7% | +91.0% | +103.1% |
| 5Y | +126.2% | +122.0% | +4.2% | +57.3% |
| 10Y | +1,211.7% | +382.4% | +829.3% | +563.6% |
| All | +100,756.0% | +6,976.6% | +93,779.4% | +14,791.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling