+130.4%
BHP vs ACM
+3.6%
+126.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +1.9% |
| 7D | +3.5% | +6.9% | -3.4% | +1.1% |
| 30D | -4.5% | +19.1% | -23.5% | -10.2% |
| 3M | -6.4% | -6.9% | +0.6% | -4.4% |
| 6M | -0.1% | -12.0% | +12.0% | +3.6% |
| YTD | +43.0% | -25.1% | +68.1% | +56.8% |
| 1Y | +56.5% | -45.4% | +101.9% | +97.7% |
| 3Y | +62.0% | -6.9% | +69.0% | +51.3% |
| 5Y | +130.4% | +3.7% | +126.6% | +103.3% |
| All | +130.4% | +3.6% | +126.8% | +103.3% |
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