+18,884.9%
AME vs BHP
+7,909.4%
+10,975.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.6% | -2.9% | +3.5% | +1.6% |
| 30D | -6.7% | +3.4% | -10.1% | -7.8% |
| 3M | +4.1% | +4.1% | 0.0% | +2.2% |
| 6M | +1.6% | +20.6% | -19.0% | -5.1% |
| YTD | +16.1% | +56.1% | -39.9% | -0.4% |
| 1Y | +27.3% | +69.6% | -42.3% | +6.0% |
| 3Y | +50.9% | +78.8% | -27.9% | +21.0% |
| 5Y | +81.4% | +113.1% | -31.7% | +33.2% |
| 10Y | +417.0% | +505.9% | -88.9% | +167.4% |
| All | +18,884.9% | +7,909.4% | +10,975.5% | +5,860.9% |
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