-99.4%
AMC vs BHP
+115.8%
-215.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.5% |
| 7D | +2.3% | -2.9% | +5.2% | +3.8% |
| 30D | -0.7% | +3.4% | -4.1% | -2.5% |
| 3M | +35.2% | +4.1% | +31.1% | +32.0% |
| 6M | +124.6% | +20.6% | +104.0% | +104.2% |
| YTD | +69.9% | +56.1% | +13.8% | +33.4% |
| 1Y | -2.6% | +69.6% | -72.2% | -27.3% |
| 3Y | -79.8% | +78.8% | -158.6% | -85.9% |
| All | -99.4% | +115.8% | -215.3% | -99.7% |
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 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