+107.2%
APA vs BHP
+53.4%
+53.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.6% | -9.4% | -6.4% |
| 7D | -13.0% | -2.5% | -10.4% | -13.3% |
| 30D | +2.0% | -7.7% | +9.7% | +0.7% |
| 3M | +24.9% | -6.4% | +31.3% | +23.8% |
| 6M | +7.2% | +5.2% | +2.0% | +10.0% |
| YTD | +87.1% | +38.3% | +48.8% | +77.6% |
| 1Y | +107.2% | +53.4% | +53.8% | +86.8% |
| All | +107.2% | +53.4% | +53.7% | +86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling