+1,141.3%
ATI vs BHP
+3,434.6%
-2,293.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.3% |
| 7D | -0.1% | -2.9% | +2.8% | +2.2% |
| 30D | +2.7% | +3.4% | -0.7% | -0.5% |
| 3M | +16.3% | +4.1% | +12.2% | +11.4% |
| 6M | +30.2% | +20.6% | +9.6% | +11.2% |
| YTD | +83.6% | +56.1% | +27.5% | +27.3% |
| 1Y | +173.0% | +69.6% | +103.4% | +76.1% |
| 3Y | +356.6% | +78.8% | +277.8% | +170.2% |
| 5Y | +1,074.2% | +113.1% | +961.1% | +466.0% |
| 10Y | +1,136.2% | +505.9% | +630.3% | +166.5% |
| All | +1,141.3% | +3,434.6% | -2,293.3% | +69.6% |
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 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