-55.4%
APTV vs BHP
+81.6%
-137.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -1.2% | +0.9% | -2.0% | -1.6% |
| 30D | -10.6% | +4.0% | -14.7% | -12.4% |
| 3M | -35.0% | +11.3% | -46.3% | -38.7% |
| 6M | -38.9% | +29.3% | -68.2% | -46.7% |
| YTD | -41.5% | +59.2% | -100.7% | -54.8% |
| 1Y | -45.8% | +80.8% | -126.7% | -61.2% |
| All | -55.4% | +81.6% | -137.0% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling