+357.3%
AMD vs BX
+35.3%
+321.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.4% | -10.1% | -9.4% |
| 7D | +18.9% | +0.6% | +18.4% | +18.6% |
| 30D | -6.4% | +14.2% | -20.7% | -12.2% |
| 3M | +10.6% | -18.7% | +29.3% | +21.0% |
| 6M | +19.9% | +2.5% | +17.4% | +15.6% |
| YTD | +149.4% | -18.8% | +168.2% | +170.3% |
| 1Y | +115.4% | -10.3% | +125.7% | +119.6% |
| 3Y | +357.3% | +35.4% | +321.9% | +277.8% |
| All | +357.3% | +35.3% | +321.9% | +277.8% |
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 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