+101.2%
BHP vs AMRZ
-13.6%
+114.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.9% | -1.9% | -1.0% | -2.4% |
| 30D | +3.4% | -16.9% | +20.3% | +8.5% |
| 3M | +4.1% | -19.2% | +23.3% | +9.8% |
| 6M | +20.6% | -29.3% | +49.9% | +29.6% |
| YTD | +56.1% | -18.0% | +74.0% | +63.2% |
| 1Y | +69.6% | -15.1% | +84.7% | +75.7% |
| All | +101.2% | -13.6% | +114.8% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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