+337.5%
AMD vs BX
+26.0%
+311.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.4% |
| 7D | +2.6% | -4.4% | +7.0% | +5.3% |
| 30D | -0.9% | +0.1% | -1.0% | -1.7% |
| 3M | -8.7% | +16.0% | -24.7% | -18.0% |
| 6M | +136.3% | +21.6% | +114.7% | +103.3% |
| YTD | +123.0% | -8.9% | +131.9% | +128.7% |
| 1Y | +195.2% | -16.6% | +211.8% | +216.8% |
| 3Y | +336.3% | +43.3% | +293.0% | +210.8% |
| All | +337.5% | +26.0% | +311.5% | +237.6% |
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