+37.4%
BX vs AMBA
+26.5%
+10.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -1.2% |
| 7D | -2.8% | +2.6% | -5.4% | -3.4% |
| 30D | +7.3% | -3.6% | +10.9% | +7.8% |
| 3M | -16.3% | -24.6% | +8.3% | -11.8% |
| 6M | +2.5% | -21.6% | +24.1% | +2.8% |
| YTD | -17.6% | -11.8% | -5.8% | -21.0% |
| 1Y | -12.4% | -33.2% | +20.8% | -10.2% |
| All | +37.4% | +26.5% | +10.9% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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