+150.3%
BHP vs ALC
+26.4%
+124.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +2.5% | -6.2% | +8.6% | +5.0% |
| 30D | -5.2% | +14.0% | -19.2% | -10.4% |
| 3M | -8.7% | -2.4% | -6.3% | -8.2% |
| 6M | -6.9% | +12.6% | -19.5% | -12.3% |
| YTD | +39.0% | -8.4% | +47.4% | +41.7% |
| 1Y | +48.9% | -9.1% | +58.1% | +52.3% |
| 3Y | +55.4% | -0.3% | +55.7% | +48.0% |
| 5Y | +119.2% | -9.9% | +129.2% | +114.2% |
| All | +150.3% | +26.4% | +124.0% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling