+1,425.2%
AMAT vs BX
+667.6%
+757.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | +7.0% | -2.8% | +9.8% | +9.2% |
| 30D | -20.6% | +7.3% | -27.9% | -24.3% |
| 3M | -24.8% | -16.3% | -8.4% | -17.5% |
| 6M | -10.7% | +2.5% | -13.2% | -14.5% |
| YTD | +54.3% | -17.6% | +71.9% | +66.3% |
| 1Y | +73.7% | -12.4% | +86.1% | +80.1% |
| 3Y | +168.4% | +36.2% | +132.2% | +100.6% |
| 5Y | +167.6% | +3.0% | +164.6% | +127.1% |
| 10Y | +1,425.2% | +680.0% | +745.2% | +315.8% |
| All | +1,425.2% | +667.6% | +757.6% | +315.8% |
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