+358.5%
BHP vs ACM
+252.7%
+105.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | +3.8% | +6.6% | -2.8% | +0.4% |
| 30D | -6.5% | +19.8% | -26.3% | -15.1% |
| 3M | -8.5% | -3.1% | -5.4% | -8.4% |
| 6M | -2.2% | -11.5% | +9.3% | +1.5% |
| YTD | +40.0% | -24.7% | +64.7% | +56.2% |
| 1Y | +51.3% | -45.1% | +96.4% | +99.2% |
| 3Y | +56.5% | -8.9% | +65.4% | +52.2% |
| 5Y | +130.2% | +5.4% | +124.8% | +103.1% |
| 10Y | +336.5% | +131.1% | +205.4% | +124.3% |
| All | +358.5% | +252.7% | +105.8% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling