+3,088.6%
BHP vs ACGL
+4,429.2%
-1,340.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -2.9% | -0.7% | -2.1% | -2.7% |
| 30D | +3.4% | -1.0% | +4.4% | +3.6% |
| 3M | +4.1% | +11.0% | -7.0% | 0.0% |
| 6M | +20.6% | -0.3% | +20.9% | +19.8% |
| YTD | +56.1% | +2.3% | +53.8% | +53.3% |
| 1Y | +69.6% | +6.4% | +63.2% | +64.0% |
| 3Y | +78.8% | +34.0% | +44.8% | +56.8% |
| 5Y | +113.1% | +161.6% | -48.6% | +46.4% |
| 10Y | +505.9% | +278.6% | +227.3% | +261.2% |
| All | +3,088.6% | +4,429.2% | -1,340.6% | +1,122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling