-45.3%
APP vs BX
-22.2%
-23.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.4% | -0.9% |
| 7D | -4.4% | -5.7% | +1.3% | -2.3% |
| 30D | -10.0% | -8.9% | -1.1% | -7.2% |
| 3M | -41.4% | +8.4% | -49.8% | -43.3% |
| 6M | -41.0% | +18.9% | -59.9% | -45.1% |
| YTD | -54.7% | -13.6% | -41.1% | -55.3% |
| 1Y | -45.3% | -22.4% | -22.9% | -43.9% |
| All | -45.3% | -22.2% | -23.2% | -43.9% |
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