+2,128.2%
AMAT vs BX
+810.0%
+1,318.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | -14.7% | +1.8% | -16.5% | -15.3% |
| 30D | -36.1% | +7.9% | -44.0% | -38.2% |
| 3M | -36.9% | -9.6% | -27.3% | -35.0% |
| 6M | -22.2% | -2.3% | -19.9% | -22.8% |
| YTD | +29.9% | -19.3% | +49.2% | +37.8% |
| 1Y | +43.3% | -13.2% | +56.5% | +47.6% |
| 3Y | +142.7% | +33.8% | +108.9% | +108.9% |
| 5Y | +126.2% | 0.0% | +126.2% | +112.8% |
| 10Y | +1,211.7% | +685.4% | +526.4% | +539.5% |
| All | +2,128.2% | +810.0% | +1,318.2% | +742.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling