+262.1%
APH vs BX
+31.0%
+231.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.2% |
| 7D | -5.9% | +1.8% | -7.7% | -6.6% |
| 30D | -14.8% | +7.9% | -22.7% | -17.5% |
| 3M | -12.4% | -9.6% | -2.8% | -9.9% |
| 6M | +8.1% | -2.3% | +10.3% | +7.0% |
| YTD | +10.9% | -19.3% | +30.2% | +18.1% |
| 1Y | +8.8% | -13.2% | +22.0% | +11.8% |
| 3Y | +262.1% | +33.8% | +228.3% | +217.1% |
| All | +262.1% | +31.0% | +231.0% | +217.1% |
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