+337.5%
AMD vs BHP
+115.8%
+221.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.9% |
| 7D | +2.6% | -2.9% | +5.5% | +4.6% |
| 30D | -0.9% | +3.4% | -4.3% | -3.6% |
| 3M | -8.7% | +4.1% | -12.8% | -11.1% |
| 6M | +136.3% | +20.6% | +115.8% | +110.9% |
| YTD | +123.0% | +56.1% | +66.9% | +70.2% |
| 1Y | +195.2% | +69.6% | +125.6% | +114.6% |
| 3Y | +336.3% | +78.8% | +257.5% | +198.6% |
| All | +337.5% | +115.8% | +221.7% | +170.7% |
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 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