+61,451.9%
APH vs BHP
+4,582.4%
+56,869.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.6% | -46.2% | -47.2% |
| 7D | -48.7% | -4.1% | -44.6% | -47.6% |
| 30D | -51.9% | +3.4% | -55.3% | -52.3% |
| 3M | -43.6% | +4.1% | -47.6% | -44.2% |
| 6M | -37.5% | +20.6% | -58.1% | -41.7% |
| YTD | -38.6% | +56.1% | -94.7% | -48.0% |
| 1Y | -26.3% | +69.6% | -95.9% | -39.6% |
| 3Y | +89.2% | +78.8% | +10.4% | +49.7% |
| 5Y | +119.8% | +113.1% | +6.8% | +57.7% |
| 10Y | +454.3% | +505.9% | -51.6% | +161.1% |
| All | +61,451.9% | +4,582.4% | +56,869.6% | +15,574.0% |
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 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