+7.8%
APD vs BHP
+87.4%
-79.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | -2.5% | +1.3% | -3.8% | -2.8% |
| 30D | -1.9% | +4.0% | -5.9% | -2.9% |
| 3M | +8.2% | +12.3% | -4.1% | +4.6% |
| 6M | +10.7% | +30.8% | -20.1% | +1.9% |
| YTD | +22.9% | +58.8% | -35.8% | +4.9% |
| 1Y | +5.8% | +76.8% | -71.1% | -13.4% |
| 3Y | +7.8% | +87.5% | -79.7% | -17.0% |
| All | +7.8% | +87.4% | -79.6% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling