+53.4%
BHP vs ACI
-18.4%
+71.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -1.0% | +2.9% |
| 7D | -2.5% | +4.5% | -7.0% | -2.1% |
| 30D | -7.7% | +20.9% | -28.6% | -6.3% |
| 3M | -6.4% | +15.2% | -21.6% | -5.2% |
| 6M | +5.2% | -13.3% | +18.5% | +3.5% |
| YTD | +38.3% | -16.2% | +54.5% | +34.8% |
| 1Y | +53.4% | -16.9% | +70.3% | +49.2% |
| All | +53.4% | -18.4% | +71.8% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling