+123.9%
BHP vs ALC
-15.6%
+139.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.4% |
| 7D | +1.3% | -3.7% | +4.9% | +2.5% |
| 30D | +4.0% | -3.7% | +7.7% | +5.2% |
| 3M | +12.3% | +4.6% | +7.7% | +10.1% |
| 6M | +30.8% | -14.6% | +45.4% | +37.2% |
| YTD | +58.8% | -11.9% | +70.6% | +64.3% |
| 1Y | +76.8% | -13.1% | +90.0% | +83.6% |
| 3Y | +87.5% | -15.0% | +102.5% | +92.9% |
| 5Y | +123.9% | -16.2% | +140.1% | +118.2% |
| All | +123.9% | -15.6% | +139.5% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling