+126.0%
BHP vs ACI
-42.3%
+168.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.1% |
| 7D | +1.3% | -2.6% | +3.8% | +1.6% |
| 30D | +4.0% | +1.1% | +2.9% | +3.8% |
| 3M | +12.3% | -23.6% | +36.0% | +15.5% |
| 6M | +30.8% | -29.9% | +60.8% | +35.9% |
| YTD | +58.8% | -26.9% | +85.6% | +63.3% |
| 1Y | +76.8% | -34.2% | +111.1% | +85.1% |
| 3Y | +87.5% | -43.6% | +131.1% | +101.1% |
| All | +126.0% | -42.3% | +168.3% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling