+367.9%
APP vs BX
+97.7%
+270.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.4% | +0.6% |
| 7D | -4.4% | -5.7% | +1.3% | -0.1% |
| 30D | -10.0% | -8.9% | -1.1% | -4.1% |
| 3M | -41.4% | +8.4% | -49.8% | -45.6% |
| 6M | -41.0% | +18.9% | -59.9% | -50.2% |
| YTD | -54.7% | -13.6% | -41.1% | -51.2% |
| 1Y | -45.3% | -22.4% | -22.9% | -36.3% |
| 3Y | +624.3% | +26.0% | +598.3% | +455.6% |
| 5Y | +329.1% | +18.8% | +310.3% | +229.7% |
| All | +367.9% | +97.7% | +270.2% | +200.3% |
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