+100.6%
AMT vs BHP
+498.2%
-397.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -0.3% |
| 7D | -2.7% | -3.7% | +1.0% | -1.9% |
| 30D | +2.0% | -0.8% | +2.9% | +2.1% |
| 3M | -9.3% | +7.6% | -16.9% | -11.1% |
| 6M | -5.2% | +20.8% | -26.0% | -10.0% |
| YTD | +0.5% | +50.8% | -50.3% | -9.6% |
| 1Y | -7.3% | +70.9% | -78.2% | -19.1% |
| 3Y | +6.2% | +78.0% | -71.8% | -9.6% |
| 5Y | -31.2% | +113.1% | -144.3% | -45.0% |
| All | +100.6% | +498.2% | -397.7% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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