+1,443.4%
AMT vs BHP
+3,850.2%
-2,406.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.4% |
| 7D | -2.4% | +2.4% | -4.8% | -3.1% |
| 30D | +4.2% | -5.4% | +9.6% | +5.7% |
| 3M | +13.4% | -6.9% | +20.3% | +15.4% |
| 6M | +9.4% | -4.3% | +13.7% | +9.4% |
| YTD | +11.7% | +41.6% | -30.0% | -1.7% |
| 1Y | +7.1% | +53.3% | -46.2% | -8.1% |
| 3Y | +15.1% | +58.4% | -43.3% | -4.4% |
| 5Y | -17.9% | +121.3% | -139.1% | -40.4% |
| 10Y | +133.5% | +349.0% | -215.5% | +25.1% |
| All | +1,443.4% | +3,850.2% | -2,406.9% | +256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling