+216.0%
BHP vs ALM
+3,289.7%
-3,073.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.9% |
| 7D | +2.5% | -4.0% | +6.5% | +2.5% |
| 30D | -5.2% | -30.5% | +25.3% | -5.1% |
| 3M | -8.7% | -46.9% | +38.2% | -8.5% |
| 6M | -6.9% | -65.5% | +58.7% | -6.6% |
| YTD | +39.0% | -13.4% | +52.3% | +39.1% |
| 1Y | +48.9% | +9.8% | +39.2% | +49.0% |
| 3Y | +55.4% | +783.1% | -727.7% | +54.9% |
| 5Y | +119.2% | +378.3% | -259.1% | +118.7% |
| 10Y | +340.5% | +1,942.8% | -1,602.3% | +339.7% |
| All | +216.0% | +3,289.7% | -3,073.8% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling