+27.6%
BX vs AMBA
-54.5%
+82.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -4.4% | -11.0% | +6.6% | -1.2% |
| 30D | +0.1% | -23.2% | +23.3% | +7.6% |
| 3M | +16.0% | -12.7% | +28.7% | +15.6% |
| 6M | +21.6% | +11.2% | +10.4% | +9.2% |
| YTD | -8.9% | -11.2% | +2.3% | -12.5% |
| 1Y | -16.6% | -22.5% | +5.9% | -18.4% |
| 3Y | +43.3% | -1.3% | +44.7% | +18.8% |
| All | +27.6% | -54.5% | +82.1% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling