+186.8%
BHP vs ALC
+20.4%
+166.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +0.9% | -5.3% | +6.2% | +3.1% |
| 30D | +4.0% | -7.1% | +11.1% | +7.0% |
| 3M | +11.3% | +0.8% | +10.5% | +10.3% |
| 6M | +29.3% | -16.0% | +45.3% | +37.5% |
| YTD | +59.2% | -12.7% | +72.0% | +66.2% |
| 1Y | +80.8% | -12.8% | +93.7% | +88.2% |
| 3Y | +88.0% | -15.8% | +103.8% | +94.3% |
| 5Y | +126.6% | -16.7% | +143.3% | +129.6% |
| All | +186.8% | +20.4% | +166.5% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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