+85.4%
APA vs BHP
+124.0%
-38.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.1% |
| 7D | +5.1% | +2.4% | +2.7% | +3.9% |
| 30D | +0.3% | -5.4% | +5.7% | +2.5% |
| 3M | +15.6% | -6.9% | +22.5% | +18.5% |
| 6M | +28.9% | -4.3% | +33.2% | +27.9% |
| YTD | +96.6% | +41.6% | +54.9% | +48.4% |
| 1Y | +95.5% | +53.3% | +42.2% | +39.8% |
| 3Y | +41.8% | +58.4% | -16.5% | -5.1% |
| 5Y | +85.4% | +121.3% | -35.9% | -10.0% |
| All | +85.4% | +124.0% | -38.6% | -10.0% |
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