+3,312.1%
BHP vs A
+457.0%
+2,855.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -2.9% | -1.9% | -1.0% | -2.3% |
| 30D | +3.4% | +6.9% | -3.5% | +1.2% |
| 3M | +4.1% | +9.2% | -5.2% | +0.9% |
| 6M | +20.6% | +25.7% | -5.1% | +10.9% |
| YTD | +56.1% | +11.5% | +44.5% | +48.8% |
| 1Y | +69.6% | +18.4% | +51.2% | +58.0% |
| 3Y | +78.8% | +26.6% | +52.2% | +60.7% |
| 5Y | +113.1% | -12.8% | +125.9% | +112.1% |
| 10Y | +505.9% | +247.2% | +258.7% | +292.2% |
| All | +3,312.1% | +457.0% | +2,855.0% | +1,447.5% |
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