+126.7%
AMAT vs BX
-0.9%
+127.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.4% |
| 7D | -14.7% | +1.8% | -16.5% | -15.5% |
| 30D | -36.1% | +7.9% | -44.0% | -39.0% |
| 3M | -36.9% | -9.6% | -27.3% | -34.2% |
| 6M | -22.2% | -2.3% | -19.9% | -23.1% |
| YTD | +29.9% | -19.3% | +49.2% | +41.2% |
| 1Y | +43.3% | -13.2% | +56.5% | +49.1% |
| 3Y | +142.7% | +33.8% | +108.9% | +87.2% |
| All | +126.7% | -0.9% | +127.6% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling