+136.0%
APO vs BHP
+126.1%
+9.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.0% | +0.9% | -1.9% | -1.4% |
| 30D | -0.4% | +4.0% | -4.4% | -2.1% |
| 3M | -0.9% | +11.3% | -12.1% | -5.6% |
| 6M | +22.1% | +29.3% | -7.2% | +8.3% |
| YTD | -8.4% | +59.2% | -67.6% | -26.7% |
| 1Y | -0.9% | +80.8% | -81.8% | -25.4% |
| 3Y | +56.1% | +88.0% | -31.9% | +11.7% |
| 5Y | +136.0% | +126.6% | +9.4% | +55.9% |
| All | +136.0% | +126.1% | +9.9% | +55.9% |
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