+97.2%
AMCR vs BHP
+254.0%
-156.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -6.3% | +0.9% | -7.2% | -6.5% |
| 30D | -7.1% | +4.0% | -11.2% | -8.0% |
| 3M | +12.7% | +11.3% | +1.4% | +9.7% |
| 6M | +5.2% | +29.3% | -24.2% | -1.2% |
| YTD | +8.1% | +59.2% | -51.2% | -3.1% |
| 1Y | +11.7% | +80.8% | -69.1% | -2.8% |
| 3Y | +9.9% | +88.0% | -78.1% | -6.0% |
| 5Y | -8.7% | +126.6% | -135.3% | -25.7% |
| 10Y | +16.8% | +515.7% | -498.9% | -13.9% |
| All | +97.2% | +254.0% | -156.8% | +47.0% |
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