+12.8%
APD vs BHP
+127.2%
-114.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.9% |
| 7D | -0.2% | +3.8% | -4.1% | -1.2% |
| 30D | +11.0% | -6.5% | +17.5% | +12.9% |
| 3M | +2.0% | -8.5% | +10.5% | +4.1% |
| 6M | +7.1% | -2.2% | +9.2% | +6.6% |
| YTD | +29.8% | +40.0% | -10.2% | +14.4% |
| 1Y | +24.0% | +51.3% | -27.3% | +6.6% |
| 3Y | +27.2% | +56.5% | -29.4% | +5.6% |
| 5Y | +12.8% | +130.2% | -117.4% | -13.5% |
| All | +12.8% | +127.2% | -114.5% | -13.5% |
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