+199.0%
AMD vs BHP
+120.8%
+78.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.4% | +9.9% |
| 7D | -11.0% | +0.9% | -12.0% | -11.5% |
| 30D | -30.5% | -6.3% | -24.2% | -27.1% |
| 3M | -8.2% | -7.1% | -1.1% | -3.5% |
| 6M | +6.6% | -3.2% | +9.8% | +9.7% |
| YTD | +109.7% | +37.9% | +71.8% | +74.5% |
| 1Y | +88.9% | +49.7% | +39.2% | +49.6% |
| 3Y | +301.8% | +51.7% | +250.1% | +206.3% |
| All | +199.0% | +120.8% | +78.3% | +85.5% |
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