+355.9%
APH vs BX
+26.0%
+329.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | +5.0% | -4.4% | +9.3% | +6.6% |
| 30D | -3.9% | +0.1% | -4.0% | -4.3% |
| 3M | +13.0% | +16.0% | -3.0% | +5.8% |
| 6M | +25.2% | +21.6% | +3.5% | +14.2% |
| YTD | +22.9% | -8.9% | +31.8% | +25.0% |
| 1Y | +47.8% | -16.6% | +64.5% | +54.9% |
| 3Y | +283.0% | +43.3% | +239.7% | +220.1% |
| All | +355.9% | +26.0% | +329.9% | +279.3% |
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 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