+295.9%
APP vs BX
+4.2%
+291.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.8% | +1.0% | +1.9% |
| 7D | +79.2% | +3.3% | +75.9% | +73.4% |
| 30D | +48.0% | +9.6% | +38.4% | +36.0% |
| 3M | +18.2% | -8.7% | +26.9% | +23.8% |
| 6M | -12.5% | +2.2% | -14.7% | -17.3% |
| YTD | -39.2% | -16.2% | -23.0% | -33.8% |
| 1Y | -33.9% | -11.5% | -22.4% | -31.4% |
| 3Y | +933.3% | +41.0% | +892.3% | +598.7% |
| 5Y | +295.9% | +1.1% | +294.8% | +244.8% |
| All | +295.9% | +4.2% | +291.7% | +244.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling