+1,315.3%
AMAT vs BX
+700.3%
+614.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.8% | +7.6% | +9.2% |
| 7D | -1.1% | +3.3% | -4.3% | -2.7% |
| 30D | -26.9% | +9.6% | -36.5% | -31.1% |
| 3M | -31.2% | -8.7% | -22.5% | -28.4% |
| 6M | -14.7% | +2.2% | -16.9% | -18.1% |
| YTD | +44.7% | -16.2% | +60.9% | +54.5% |
| 1Y | +62.0% | -11.5% | +73.4% | +66.9% |
| 3Y | +165.0% | +41.0% | +123.9% | +94.3% |
| 5Y | +147.1% | +1.1% | +146.0% | +113.0% |
| 10Y | +1,315.3% | +710.1% | +605.2% | +306.7% |
| All | +1,315.3% | +700.3% | +614.9% | +306.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling