+11,477.5%
AMD vs BHP
+7,909.4%
+3,568.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.9% |
| 7D | +2.6% | -2.9% | +5.5% | +4.1% |
| 30D | -0.9% | +3.4% | -4.3% | -2.9% |
| 3M | -8.7% | +4.1% | -12.8% | -10.2% |
| 6M | +136.3% | +20.6% | +115.8% | +117.0% |
| YTD | +123.0% | +56.1% | +66.9% | +79.9% |
| 1Y | +195.2% | +69.6% | +125.6% | +128.9% |
| 3Y | +336.3% | +78.8% | +257.5% | +227.0% |
| 5Y | +334.5% | +113.1% | +221.4% | +191.6% |
| 10Y | +6,259.1% | +505.9% | +5,753.2% | +2,379.1% |
| All | +11,477.5% | +7,909.4% | +3,568.1% | +1,922.0% |
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