+1,068.5%
APH vs BX
+684.1%
+384.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | +0.2% | -2.0% | +2.2% | +1.0% |
| 30D | -3.3% | -2.3% | -1.0% | -2.8% |
| 3M | +14.0% | +18.5% | -4.5% | +5.1% |
| 6M | +24.4% | +23.7% | +0.7% | +11.7% |
| YTD | +21.4% | -10.4% | +31.8% | +24.3% |
| 1Y | +48.9% | -19.6% | +68.5% | +58.8% |
| 3Y | +290.1% | +30.8% | +259.3% | +230.0% |
| 5Y | +352.8% | +24.3% | +328.5% | +268.1% |
| All | +1,068.5% | +684.1% | +384.3% | +383.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling