-97.7%
AMC vs BHP
+203.0%
-300.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.3% |
| 7D | +2.6% | +0.9% | +1.7% | +2.4% |
| 30D | +9.0% | -6.3% | +15.3% | +11.9% |
| 3M | +22.2% | -7.1% | +29.3% | +25.7% |
| 6M | +91.5% | -3.2% | +94.7% | +93.7% |
| YTD | +101.3% | +37.9% | +63.4% | +75.9% |
| 1Y | +20.8% | +49.7% | -28.9% | +2.1% |
| 3Y | -71.3% | +51.7% | -123.0% | -76.4% |
| 5Y | -99.2% | +122.0% | -221.3% | -99.5% |
| 10Y | -98.7% | +382.4% | -481.1% | -99.3% |
| All | -97.7% | +203.0% | -300.7% | -98.7% |
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 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