+504.4%
BHP vs ACGL
+263.8%
+240.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +2.6% |
| 7D | +1.3% | -2.9% | +4.2% | +2.3% |
| 30D | +4.0% | -2.8% | +6.8% | +4.9% |
| 3M | +12.3% | +6.8% | +5.5% | +8.8% |
| 6M | +30.8% | -1.5% | +32.4% | +30.3% |
| YTD | +58.8% | -0.2% | +59.0% | +56.8% |
| 1Y | +76.8% | +5.3% | +71.6% | +70.3% |
| 3Y | +87.5% | +30.3% | +57.2% | +59.4% |
| 5Y | +123.9% | +151.8% | -27.9% | +34.8% |
| 10Y | +504.4% | +266.9% | +237.5% | +201.9% |
| All | +504.4% | +263.8% | +240.6% | +201.9% |
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