+48.0%
BHP vs ACI
-23.3%
+71.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -0.5% | +2.3% | -2.8% | -0.3% |
| 30D | -4.5% | +1.2% | -5.8% | -4.3% |
| 3M | -6.9% | +6.8% | -13.7% | -6.2% |
| 6M | -10.6% | -18.7% | +8.2% | -12.4% |
| YTD | +37.2% | -20.2% | +57.4% | +33.3% |
| 1Y | +48.0% | -23.7% | +71.8% | +44.3% |
| All | +48.0% | -23.3% | +71.4% | +44.3% |
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