+208.2%
BHP vs ACI
+25.9%
+182.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +3.4% | +5.9% | -2.5% | +2.7% |
| 3M | +4.1% | -19.8% | +23.8% | +6.1% |
| 6M | +20.6% | -24.7% | +45.3% | +23.5% |
| YTD | +56.1% | -24.4% | +80.4% | +59.5% |
| 1Y | +69.6% | -31.5% | +101.1% | +75.4% |
| 3Y | +78.8% | -38.7% | +117.5% | +87.2% |
| 5Y | +113.1% | -42.8% | +155.9% | +121.7% |
| All | +208.2% | +25.9% | +182.3% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling