+152.2%
BHP vs ALC
+30.3%
+121.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | +3.8% | +2.3% | +1.5% | +2.8% |
| 30D | -6.5% | +15.5% | -22.0% | -12.0% |
| 3M | -8.5% | +0.6% | -9.1% | -9.1% |
| 6M | -2.2% | +18.4% | -20.5% | -9.7% |
| YTD | +40.0% | -5.6% | +45.6% | +41.1% |
| 1Y | +51.3% | 0.0% | +51.3% | +48.4% |
| 3Y | +56.5% | +2.8% | +53.7% | +47.4% |
| 5Y | +130.2% | -8.8% | +139.0% | +124.2% |
| All | +152.2% | +30.3% | +121.9% | +89.2% |
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