+66.0%
BHP vs AS
-21.9%
+87.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.0% | -3.4% |
| 7D | -5.0% | -4.9% | -0.1% | -3.8% |
| 30D | +1.2% | -19.6% | +20.8% | +6.9% |
| 3M | +1.8% | -14.4% | +16.2% | +5.5% |
| 6M | +18.0% | -20.1% | +38.1% | +21.9% |
| YTD | +52.7% | -20.9% | +73.7% | +57.3% |
| 1Y | +66.0% | -21.9% | +87.8% | +70.0% |
| All | +66.0% | -21.9% | +87.9% | +70.0% |
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