+9.4%
AMT vs BHP
-2.5%
+11.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | 0.0% |
| 7D | -2.4% | +2.4% | -4.8% | -2.2% |
| 30D | +4.2% | -5.4% | +9.6% | +3.9% |
| 3M | +13.4% | -6.9% | +20.3% | +13.0% |
| 6M | +9.4% | -4.3% | +13.7% | +10.7% |
| All | +9.4% | -2.5% | +11.8% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling