+506.6%
APP vs BX
+89.5%
+417.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.6% |
| 7D | +61.1% | +3.7% | +57.4% | +55.7% |
| 30D | +42.8% | +8.2% | +34.5% | +32.7% |
| 3M | +16.7% | -12.7% | +29.3% | +26.5% |
| 6M | -15.6% | +1.0% | -16.6% | -19.3% |
| YTD | -41.3% | -17.2% | -24.1% | -35.7% |
| 1Y | -39.3% | -11.6% | -27.7% | -37.0% |
| 3Y | +803.2% | +36.8% | +766.4% | +539.3% |
| 5Y | +313.2% | +4.8% | +308.3% | +238.9% |
| All | +506.6% | +89.5% | +417.2% | +296.1% |
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 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