+85.2%
AME vs BHP
+126.1%
-40.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +1.3% | +0.9% | +0.4% | +1.1% |
| 30D | -6.6% | +4.0% | -10.6% | -7.6% |
| 3M | +3.0% | +11.3% | -8.3% | -0.1% |
| 6M | +5.3% | +29.3% | -24.0% | -1.9% |
| YTD | +15.4% | +59.2% | -43.8% | +2.2% |
| 1Y | +26.8% | +80.8% | -54.0% | +8.8% |
| 3Y | +56.5% | +88.0% | -31.5% | +30.3% |
| 5Y | +85.2% | +126.6% | -41.4% | +50.2% |
| All | +85.2% | +126.1% | -40.8% | +50.2% |
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