+5,927.3%
APD vs BHP
+7,909.4%
-1,982.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.8% |
| 7D | -2.2% | -2.9% | +0.7% | -1.2% |
| 30D | +2.1% | +3.4% | -1.3% | +0.7% |
| 3M | +7.2% | +4.1% | +3.1% | +4.9% |
| 6M | +11.2% | +20.6% | -9.3% | +2.5% |
| YTD | +24.4% | +56.1% | -31.7% | +3.9% |
| 1Y | +6.7% | +69.6% | -62.9% | -13.8% |
| 3Y | +9.2% | +78.8% | -69.6% | -14.7% |
| 5Y | +27.4% | +113.1% | -85.7% | -9.5% |
| 10Y | +164.8% | +505.9% | -341.1% | +23.8% |
| All | +5,927.3% | +7,909.4% | -1,982.1% | +1,241.2% |
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