+1,090.2%
ATI vs BHP
+496.8%
+593.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -5.6% | -3.6% | -2.0% | -3.1% |
| 30D | -13.7% | -1.2% | -12.6% | -13.4% |
| 3M | -0.4% | +1.2% | -1.6% | -2.5% |
| 6M | +26.2% | +21.4% | +4.8% | +7.3% |
| YTD | +73.2% | +50.4% | +22.8% | +24.2% |
| 1Y | +161.6% | +67.5% | +94.1% | +71.5% |
| 3Y | +346.2% | +72.8% | +273.4% | +171.7% |
| 5Y | +1,047.6% | +112.6% | +935.0% | +436.2% |
| All | +1,090.2% | +496.8% | +593.4% | +115.8% |
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