+640.8%
APP vs BX
+34.2%
+606.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.6% |
| 7D | +0.1% | -2.0% | +2.1% | +1.4% |
| 30D | -10.0% | -2.3% | -7.7% | -9.3% |
| 3M | -44.6% | +18.5% | -63.2% | -51.4% |
| 6M | -37.9% | +23.7% | -61.6% | -47.9% |
| YTD | -53.7% | -10.4% | -43.3% | -51.3% |
| 1Y | -43.0% | -19.6% | -23.4% | -35.2% |
| 3Y | +640.8% | +30.8% | +610.0% | +485.0% |
| All | +640.8% | +34.2% | +606.5% | +485.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling