+58.5%
AMAT vs BX
-12.8%
+71.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.8% | +7.6% | +10.3% |
| 7D | -1.1% | +3.3% | -4.3% | -1.6% |
| 30D | -26.9% | +9.6% | -36.5% | -28.2% |
| 3M | -31.2% | -8.7% | -22.5% | -29.0% |
| 6M | -14.7% | +2.2% | -16.9% | -15.2% |
| YTD | +44.7% | -16.2% | +60.9% | +58.4% |
| All | +58.5% | -12.8% | +71.3% | +67.5% |
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