+332.2%
BHP vs ACM
+132.6%
+199.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.5% |
| 7D | -0.5% | +5.6% | -6.1% | -2.9% |
| 30D | -4.5% | +20.8% | -25.4% | -12.3% |
| 3M | -6.9% | +11.4% | -18.3% | -11.8% |
| 6M | -10.6% | +0.9% | -11.5% | -12.4% |
| YTD | +37.2% | -24.8% | +62.0% | +51.6% |
| 1Y | +48.0% | -46.4% | +94.5% | +92.1% |
| 3Y | +52.6% | -9.2% | +61.8% | +48.5% |
| 5Y | +116.5% | +5.0% | +111.5% | +93.3% |
| All | +332.2% | +132.6% | +199.6% | +162.7% |
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