+123.9%
BHP vs ACM
+4.8%
+119.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +4.0% | -12.9% | +16.9% | +8.7% |
| 3M | +12.3% | -6.4% | +18.7% | +13.9% |
| 6M | +30.8% | -29.2% | +60.0% | +47.4% |
| YTD | +58.8% | -29.9% | +88.7% | +78.0% |
| 1Y | +76.8% | -47.3% | +124.1% | +123.5% |
| 3Y | +87.5% | -19.6% | +107.1% | +88.7% |
| 5Y | +123.9% | +5.5% | +118.4% | +102.2% |
| All | +123.9% | +4.8% | +119.1% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling