+949.2%
ATI vs BHP
+119.2%
+830.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.5% | -3.0% |
| 7D | +4.2% | -0.5% | +4.7% | +4.5% |
| 30D | -2.5% | -4.5% | +2.0% | +0.2% |
| 3M | -19.4% | -6.9% | -12.5% | -16.4% |
| 6M | +11.1% | -10.6% | +21.6% | +17.2% |
| YTD | +59.5% | +37.2% | +22.3% | +33.8% |
| 1Y | +85.8% | +48.0% | +37.7% | +49.7% |
| 3Y | +311.9% | +52.6% | +259.3% | +214.9% |
| All | +949.2% | +119.2% | +830.0% | +558.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling