-48.6%
APTV vs BHP
+53.3%
-102.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -11.6% | -4.5% | -7.1% | -9.9% |
| 3M | -21.2% | -6.9% | -14.3% | -19.4% |
| 6M | -28.5% | -10.6% | -18.0% | -25.9% |
| YTD | -49.1% | +37.2% | -86.3% | -58.4% |
| 1Y | -52.2% | +48.0% | -100.2% | -62.6% |
| 3Y | -48.6% | +52.6% | -101.2% | -61.1% |
| All | -48.6% | +53.3% | -102.0% | -61.1% |
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