+111.8%
BHP vs AGI
+400.3%
-288.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -3.6% | -2.7% | -0.9% | -2.7% |
| 30D | -1.2% | +7.2% | -8.4% | -3.5% |
| 3M | +1.2% | +4.3% | -3.1% | -0.8% |
| 6M | +21.4% | -27.1% | +48.5% | +32.2% |
| YTD | +50.4% | -6.6% | +57.0% | +50.8% |
| 1Y | +67.5% | +9.5% | +58.0% | +58.8% |
| 3Y | +72.8% | +208.4% | -135.6% | +13.1% |
| All | +111.8% | +400.3% | -288.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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