+70.9%
BHP vs ALM
+279.2%
-208.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.6% | +4.3% | -3.6% |
| 7D | -3.7% | -7.1% | +3.4% | -2.5% |
| 30D | -0.8% | +24.7% | -25.5% | -4.7% |
| 3M | +7.6% | +8.3% | -0.7% | +5.0% |
| 6M | +20.8% | -22.2% | +43.0% | +22.2% |
| YTD | +50.8% | +88.1% | -37.3% | +39.6% |
| 1Y | +70.9% | +272.4% | -201.4% | +50.2% |
| All | +70.9% | +279.2% | -208.3% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling