+1,665.8%
AMAT vs BX
+686.2%
+979.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.9% |
| 7D | +7.0% | -2.0% | +9.0% | +8.2% |
| 30D | -12.2% | -2.3% | -9.9% | -11.5% |
| 3M | -3.8% | +18.5% | -22.4% | -14.3% |
| 6M | +45.9% | +23.7% | +22.2% | +24.9% |
| YTD | +84.6% | -10.4% | +95.0% | +91.1% |
| 1Y | +193.4% | -19.6% | +212.9% | +222.5% |
| 3Y | +228.1% | +30.8% | +197.3% | +154.4% |
| 5Y | +268.9% | +24.3% | +244.6% | +178.5% |
| 10Y | +1,665.8% | +679.5% | +986.3% | +379.2% |
| All | +1,665.8% | +686.2% | +979.5% | +379.2% |
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 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