+254.9%
BHP vs ALM
+7,705.7%
-7,450.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -2.9% | -2.6% | -0.3% | -2.9% |
| 30D | +3.4% | +32.0% | -28.6% | +3.3% |
| 3M | +4.1% | -15.0% | +19.1% | +4.1% |
| 6M | +20.6% | -10.1% | +30.7% | +20.6% |
| YTD | +56.1% | +99.4% | -43.4% | +55.8% |
| 1Y | +69.6% | +316.4% | -246.8% | +69.1% |
| 3Y | +78.8% | +2,022.0% | -1,943.2% | +77.8% |
| 5Y | +113.1% | +941.2% | -828.1% | +112.0% |
| 10Y | +505.9% | +2,950.3% | -2,444.5% | +503.1% |
| All | +254.9% | +7,705.7% | -7,450.9% | +254.1% |
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