+179.9%
APTV vs BHP
+224.1%
-44.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.4% | -5.5% |
| 7D | +2.0% | +1.3% | +0.7% | +1.3% |
| 30D | -7.7% | +4.0% | -11.7% | -9.7% |
| 3M | -34.0% | +12.3% | -46.3% | -38.4% |
| 6M | -37.1% | +30.8% | -67.9% | -45.9% |
| YTD | -39.9% | +58.8% | -98.7% | -53.5% |
| 1Y | -44.4% | +76.8% | -121.3% | -59.5% |
| 3Y | -54.5% | +87.5% | -141.9% | -68.2% |
| 5Y | -69.1% | +123.9% | -193.0% | -81.0% |
| 10Y | -20.0% | +504.4% | -524.4% | -68.4% |
| All | +179.9% | +224.1% | -44.2% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling