+336.5%
BHP vs ACM
+133.7%
+202.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | +3.8% | +6.6% | -2.8% | +1.0% |
| 30D | -6.5% | +19.8% | -26.3% | -13.6% |
| 3M | -8.5% | -3.1% | -5.4% | -8.2% |
| 6M | -2.2% | -11.5% | +9.3% | +1.2% |
| YTD | +40.0% | -24.7% | +64.7% | +54.3% |
| 1Y | +51.3% | -45.1% | +96.4% | +92.8% |
| 3Y | +56.5% | -8.9% | +65.4% | +52.4% |
| 5Y | +130.2% | +5.4% | +124.8% | +106.2% |
| 10Y | +336.5% | +131.1% | +205.4% | +165.7% |
| All | +336.5% | +133.7% | +202.8% | +165.7% |
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