+78.3%
APO vs BHP
+119.3%
-41.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.6% |
| 7D | +3.5% | +2.5% | +1.0% | +2.5% |
| 30D | +4.4% | -5.2% | +9.6% | +6.5% |
| 3M | -12.1% | -8.7% | -3.4% | -9.3% |
| 6M | -7.2% | -6.9% | -0.4% | -5.8% |
| YTD | -15.1% | +39.0% | -54.1% | -28.5% |
| 1Y | -7.7% | +48.9% | -56.6% | -24.7% |
| 3Y | +49.6% | +55.4% | -5.8% | +15.6% |
| 5Y | +78.3% | +119.2% | -41.0% | +17.6% |
| All | +78.3% | +119.3% | -41.0% | +17.6% |
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