Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • APH vs BP✓SelectedUSD · BPAPH vs BP performance historyLatest closeAs of+0.87%09/04
Stock and ETF performance explorer

APH vs BP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+132,206.3%
BP return
+1,090.8%
Excess return
+131,115.4%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioBPExcessAlpha
1D+0.9%+0.5%+0.3%+0.7%
7D+5.0%+3.9%+1.0%+3.5%
30D-3.9%+7.6%-11.5%-6.5%
3M+13.0%+0.7%+12.3%+11.9%
6M+25.2%+15.5%+9.7%+16.7%
YTD+22.9%+30.8%-7.9%+9.1%
1Y+47.8%+34.3%+13.5%+29.6%
3Y+283.0%+35.1%+248.0%+229.0%
5Y+349.7%+126.8%+222.8%+206.9%
10Y+1,061.2%+123.4%+937.9%+644.4%
All+132,206.3%+1,090.8%+131,115.4%+52,860.8%

Cumulative growth

Daily Returns

Daily percentage return beside BP.

Daily Out/Under-Performance

Portfolio return minus BP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BP 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded BP 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling