+2,961.1%
BHP vs A
+557.8%
+2,403.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | +3.8% | +1.4% | +2.4% | +3.4% |
| 30D | -6.5% | +4.3% | -10.8% | -7.8% |
| 3M | -8.5% | +19.8% | -28.3% | -13.8% |
| 6M | -2.2% | +54.4% | -56.5% | -15.8% |
| YTD | +40.0% | +31.7% | +8.3% | +26.4% |
| 1Y | +51.3% | +22.4% | +28.9% | +39.7% |
| 3Y | +56.5% | +67.7% | -11.1% | +28.6% |
| 5Y | +130.2% | +15.7% | +114.4% | +109.1% |
| 10Y | +336.5% | +308.7% | +27.8% | +167.7% |
| All | +2,961.1% | +557.8% | +2,403.3% | +1,214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling