+43.8%
BHP vs AS
+123.4%
-79.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.1% |
| 7D | -0.5% | -4.9% | +4.4% | +0.3% |
| 30D | -4.5% | +3.9% | -8.4% | -5.1% |
| 3M | -6.9% | -9.6% | +2.7% | -5.5% |
| 6M | -10.6% | -8.7% | -1.9% | -9.5% |
| YTD | +37.2% | -19.8% | +57.0% | +40.9% |
| 1Y | +48.0% | -1.5% | +49.6% | +47.7% |
| All | +43.8% | +123.4% | -79.7% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling