+301.8%
AMD vs BX
+31.0%
+270.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.3% | +11.2% |
| 7D | -11.0% | +1.8% | -12.8% | -11.5% |
| 30D | -30.5% | +7.9% | -38.4% | -33.0% |
| 3M | -8.2% | -9.6% | +1.4% | -4.8% |
| 6M | +6.6% | -2.3% | +8.8% | +5.4% |
| YTD | +109.7% | -19.3% | +128.9% | +128.0% |
| 1Y | +88.9% | -13.2% | +102.2% | +96.2% |
| 3Y | +301.8% | +33.8% | +268.0% | +230.1% |
| All | +301.8% | +31.0% | +270.8% | +230.1% |
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