+1,439.7%
AMT vs BHP
+3,775.6%
-2,335.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | -2.2% | +2.5% | -4.6% | -2.9% |
| 30D | +5.8% | -5.2% | +11.0% | +7.2% |
| 3M | +12.6% | -8.7% | +21.3% | +15.2% |
| 6M | +8.3% | -6.9% | +15.2% | +9.1% |
| YTD | +11.4% | +39.0% | -27.5% | -1.4% |
| 1Y | +7.7% | +48.9% | -41.2% | -6.8% |
| 3Y | +14.8% | +55.4% | -40.6% | -4.1% |
| 5Y | -18.0% | +119.2% | -137.2% | -40.3% |
| 10Y | +133.0% | +340.5% | -207.5% | +25.5% |
| All | +1,439.7% | +3,775.6% | -2,335.9% | +257.7% |
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 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