+153.3%
AMAT vs BX
+35.3%
+118.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.3% |
| 7D | +11.4% | +0.6% | +10.8% | +11.2% |
| 30D | -17.0% | +14.2% | -31.3% | -22.0% |
| 3M | -30.6% | -18.7% | -11.9% | -24.1% |
| 6M | -14.9% | +2.5% | -17.4% | -17.3% |
| YTD | +44.7% | -18.8% | +63.5% | +57.0% |
| 1Y | +66.9% | -10.3% | +77.2% | +71.5% |
| 3Y | +153.3% | +35.4% | +117.9% | +107.7% |
| All | +153.3% | +35.3% | +118.0% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling