+391.7%
APP vs BX
+108.5%
+283.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +3.1% |
| 7D | +0.9% | -4.4% | +5.3% | +4.2% |
| 30D | -23.3% | +0.1% | -23.4% | -23.7% |
| 3M | -42.6% | +16.0% | -58.7% | -49.7% |
| 6M | -33.6% | +21.6% | -55.2% | -44.8% |
| YTD | -52.4% | -8.9% | -43.5% | -50.8% |
| 1Y | -35.9% | -16.6% | -19.3% | -29.3% |
| 3Y | +642.2% | +43.3% | +598.9% | +411.9% |
| 5Y | +311.1% | +25.7% | +285.4% | +203.0% |
| All | +391.7% | +108.5% | +283.1% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling