-98.1%
AMC vs BHP
+243.0%
-341.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.5% |
| 7D | +2.3% | -2.9% | +5.2% | +3.5% |
| 30D | -0.7% | +3.4% | -4.1% | -2.1% |
| 3M | +35.2% | +4.1% | +31.1% | +32.7% |
| 6M | +124.6% | +20.6% | +104.0% | +108.7% |
| YTD | +69.9% | +56.1% | +13.8% | +41.5% |
| 1Y | -2.6% | +69.6% | -72.2% | -21.8% |
| 3Y | -79.8% | +78.8% | -158.6% | -84.4% |
| 5Y | -99.4% | +113.1% | -212.4% | -99.6% |
| 10Y | -98.9% | +505.9% | -604.8% | -99.4% |
| All | -98.1% | +243.0% | -341.0% | -99.0% |
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