+87.5%
BHP vs A
+29.5%
+58.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.5% |
| 7D | +1.3% | -2.1% | +3.3% | +1.9% |
| 30D | +4.0% | +0.6% | +3.4% | +3.7% |
| 3M | +12.3% | +10.9% | +1.4% | +8.5% |
| 6M | +30.8% | +28.2% | +2.7% | +19.8% |
| YTD | +58.8% | +8.6% | +50.2% | +53.7% |
| 1Y | +76.8% | +15.5% | +61.3% | +66.3% |
| 3Y | +87.5% | +31.8% | +55.7% | +72.3% |
| All | +87.5% | +29.5% | +58.0% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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