+348.0%
AMD vs BX
+40.3%
+307.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.2% |
| 7D | +2.6% | -4.4% | +7.0% | +4.7% |
| 30D | -0.9% | +0.1% | -1.0% | -1.6% |
| 3M | -8.7% | +16.0% | -24.7% | -16.4% |
| 6M | +136.3% | +21.6% | +114.7% | +109.1% |
| YTD | +123.0% | -8.9% | +131.9% | +129.7% |
| 1Y | +195.2% | -16.6% | +211.8% | +216.9% |
| All | +348.0% | +40.3% | +307.8% | +254.0% |
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