+188.9%
AMAT vs BX
-15.8%
+204.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.6% |
| 7D | -1.5% | -4.4% | +2.9% | -0.2% |
| 30D | -14.8% | +0.1% | -14.9% | -15.0% |
| 3M | -9.3% | +16.0% | -25.3% | -13.8% |
| 6M | +27.4% | +21.6% | +5.8% | +18.6% |
| YTD | +77.6% | -8.9% | +86.5% | +85.4% |
| 1Y | +188.9% | -16.6% | +205.6% | +206.2% |
| All | +188.9% | -15.8% | +204.7% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling