-35.9%
APP vs BX
-15.8%
-20.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | +0.9% | -4.4% | +5.3% | +2.5% |
| 30D | -23.3% | +0.1% | -23.4% | -23.6% |
| 3M | -42.6% | +16.0% | -58.7% | -46.1% |
| 6M | -33.6% | +21.6% | -55.2% | -38.8% |
| YTD | -52.4% | -8.9% | -43.5% | -53.4% |
| 1Y | -35.9% | -16.6% | -19.3% | -33.5% |
| All | -35.9% | -15.8% | -20.1% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling