+116.8%
BHP vs ACGL
+159.2%
-42.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.6% | +2.1% |
| 7D | +0.9% | +0.9% | +0.1% | +0.8% |
| 30D | -6.3% | +13.7% | -20.0% | -8.1% |
| 3M | -7.1% | +8.0% | -15.2% | -8.3% |
| 6M | -3.2% | +13.3% | -16.5% | -5.5% |
| YTD | +37.9% | +11.8% | +26.0% | +34.6% |
| 1Y | +49.7% | +22.2% | +27.4% | +43.2% |
| 3Y | +51.7% | +32.5% | +19.2% | +39.8% |
| All | +116.8% | +159.2% | -42.4% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling