+61.4%
AME vs BHP
+58.3%
+3.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +1.1% | +2.4% | -1.3% | +0.5% |
| 30D | -4.1% | -5.4% | +1.3% | -2.7% |
| 3M | -6.3% | -6.9% | +0.5% | -4.8% |
| 6M | +3.5% | -4.3% | +7.9% | +4.0% |
| YTD | +17.3% | +41.6% | -24.4% | +6.8% |
| 1Y | +22.0% | +53.3% | -31.3% | +9.1% |
| All | +61.4% | +58.3% | +3.1% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling