+476.4%
BHP vs ALM
+2,589.2%
-2,112.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.1% |
| 7D | -3.6% | -11.8% | +8.2% | -3.0% |
| 30D | -1.2% | +7.8% | -9.0% | -1.6% |
| 3M | +1.2% | -9.3% | +10.5% | +1.3% |
| 6M | +21.4% | -30.5% | +51.9% | +22.5% |
| YTD | +50.4% | +75.8% | -25.4% | +46.8% |
| 1Y | +67.5% | +241.2% | -173.7% | +59.7% |
| 3Y | +72.8% | +1,872.6% | -1,799.8% | +54.1% |
| 5Y | +112.6% | +849.6% | -737.0% | +92.0% |
| All | +476.4% | +2,589.2% | -2,112.8% | +442.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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