+1,092.5%
ATI vs BHP
+123.9%
+968.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.4% | +0.9% | +1.5% | +1.9% |
| 30D | -9.5% | +4.0% | -13.5% | -11.7% |
| 3M | +10.4% | +11.3% | -0.9% | +3.5% |
| 6M | +31.8% | +29.3% | +2.5% | +13.9% |
| YTD | +80.0% | +59.2% | +20.8% | +39.3% |
| 1Y | +175.8% | +80.8% | +95.0% | +99.0% |
| 3Y | +364.2% | +88.0% | +276.2% | +217.1% |
| All | +1,092.5% | +123.9% | +968.6% | +642.6% |
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