-11.6%
AMCR vs BHP
+110.7%
-122.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -6.3% | -3.6% | -2.7% | -5.2% |
| 30D | -7.8% | -1.2% | -6.6% | -7.6% |
| 3M | +7.5% | +1.2% | +6.3% | +6.6% |
| 6M | +2.7% | +21.4% | -18.7% | -4.2% |
| YTD | +6.0% | +50.4% | -44.4% | -7.4% |
| 1Y | +7.8% | +67.5% | -59.7% | -9.2% |
| 3Y | +5.8% | +72.8% | -67.0% | -13.3% |
| All | -11.6% | +110.7% | -122.3% | -32.5% |
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