+66.0%
AMAT vs BX
-14.9%
+81.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.7% | -2.8% |
| 7D | +19.3% | -1.1% | +20.4% | +19.8% |
| 30D | -17.9% | +8.8% | -26.8% | -19.4% |
| 3M | -30.4% | -18.3% | -12.2% | -25.7% |
| 6M | -11.4% | -1.5% | -9.9% | -11.1% |
| YTD | +48.8% | -19.9% | +68.7% | +65.3% |
| 1Y | +66.0% | -14.5% | +80.5% | +77.3% |
| All | +66.0% | -14.9% | +81.0% | +77.3% |
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