+440.7%
AME vs BHP
+333.8%
+106.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | +5.9% | -0.5% | +6.4% | +6.1% |
| 30D | -1.9% | -4.5% | +2.6% | -0.2% |
| 3M | -5.4% | -6.9% | +1.5% | -3.1% |
| 6M | +4.9% | -10.6% | +15.5% | +8.5% |
| YTD | +18.5% | +37.2% | -18.7% | +2.5% |
| 1Y | +25.5% | +48.0% | -22.6% | +5.2% |
| 3Y | +63.0% | +52.6% | +10.5% | +31.0% |
| 5Y | +78.3% | +116.5% | -38.2% | +14.7% |
| All | +440.7% | +333.8% | +106.9% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling