-64.3%
AMC vs BHP
+87.4%
-151.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -4.0% |
| 7D | -0.8% | +1.3% | -2.0% | -1.2% |
| 30D | -1.2% | +4.0% | -5.1% | -2.5% |
| 3M | +42.2% | +12.3% | +29.9% | +36.5% |
| 6M | +118.8% | +30.8% | +88.0% | +103.0% |
| YTD | +64.1% | +58.8% | +5.3% | +42.7% |
| 1Y | -9.5% | +76.8% | -86.4% | -24.4% |
| 3Y | -64.3% | +87.5% | -151.8% | -71.7% |
| All | -64.3% | +87.4% | -151.7% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling