-18.4%
APTV vs BHP
+496.8%
-515.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -5.0% | -3.6% | -1.4% | -3.3% |
| 30D | -6.1% | -1.2% | -4.9% | -6.0% |
| 3M | -33.0% | +1.2% | -34.2% | -34.5% |
| 6M | -35.2% | +21.4% | -56.6% | -43.3% |
| YTD | -40.1% | +50.4% | -90.6% | -54.2% |
| 1Y | -45.6% | +67.5% | -113.1% | -61.1% |
| 3Y | -54.4% | +72.8% | -127.2% | -68.6% |
| 5Y | -68.9% | +112.6% | -181.5% | -82.2% |
| All | -18.4% | +496.8% | -515.3% | -70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling