+53.4%
BHP vs AS
+3.3%
+50.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +1.3% |
| 7D | -2.5% | +13.8% | -16.3% | -5.7% |
| 30D | -7.7% | +16.7% | -24.4% | -11.3% |
| 3M | -6.4% | -11.5% | +5.1% | -3.2% |
| 6M | +5.2% | -5.5% | +10.7% | +6.2% |
| YTD | +38.3% | -14.2% | +52.5% | +39.1% |
| 1Y | +53.4% | +2.1% | +51.3% | +57.2% |
| All | +53.4% | +3.3% | +50.1% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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