+349.1%
BHP vs ACGL
+332.3%
+16.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | +3.5% | -1.1% | +4.6% | +3.9% |
| 30D | -4.5% | +13.1% | -17.6% | -8.8% |
| 3M | -6.4% | +9.8% | -16.1% | -9.8% |
| 6M | -0.1% | +15.3% | -15.3% | -6.2% |
| YTD | +43.0% | +12.7% | +30.3% | +34.8% |
| 1Y | +56.5% | +20.7% | +35.8% | +43.5% |
| 3Y | +62.0% | +34.3% | +27.8% | +37.5% |
| 5Y | +130.4% | +170.6% | -40.2% | +35.9% |
| 10Y | +349.1% | +330.6% | +18.5% | +107.5% |
| All | +349.1% | +332.3% | +16.7% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling