+930.3%
ATI vs BHP
+333.8%
+596.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.5% | -2.8% |
| 7D | +4.2% | -0.5% | +4.7% | +4.6% |
| 30D | -2.5% | -4.5% | +2.0% | +1.2% |
| 3M | -19.4% | -6.9% | -12.5% | -15.4% |
| 6M | +11.1% | -10.6% | +21.6% | +19.2% |
| YTD | +59.5% | +37.2% | +22.3% | +22.7% |
| 1Y | +85.8% | +48.0% | +37.7% | +34.6% |
| 3Y | +311.9% | +52.6% | +259.3% | +176.9% |
| 5Y | +963.2% | +116.5% | +846.8% | +383.4% |
| All | +930.3% | +333.8% | +596.6% | +144.1% |
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