+515.7%
BHP vs ACM
+124.8%
+391.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +1.6% |
| 7D | +0.9% | -3.7% | +4.6% | +2.5% |
| 30D | +4.0% | -12.7% | +16.7% | +9.5% |
| 3M | +11.3% | -9.8% | +21.0% | +14.9% |
| 6M | +29.3% | -31.4% | +60.7% | +50.2% |
| YTD | +59.2% | -32.1% | +91.3% | +84.0% |
| 1Y | +80.8% | -47.8% | +128.7% | +135.1% |
| 3Y | +88.0% | -22.1% | +110.1% | +97.1% |
| 5Y | +126.6% | +1.8% | +124.8% | +105.4% |
| 10Y | +515.7% | +132.5% | +383.2% | +275.4% |
| All | +515.7% | +124.8% | +391.0% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling