+0.4%
BX vs AMBA
-70.4%
+70.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -2.0% |
| 7D | +1.8% | -7.2% | +9.0% | +3.8% |
| 30D | +7.9% | -10.4% | +18.3% | +10.6% |
| 3M | -9.6% | -30.1% | +20.5% | -1.2% |
| 6M | -2.3% | -22.4% | +20.2% | -2.1% |
| YTD | -19.3% | -17.3% | -1.9% | -21.7% |
| 1Y | -13.2% | -35.4% | +22.1% | -10.0% |
| 3Y | +33.8% | +18.6% | +15.2% | +2.0% |
| All | +0.4% | -70.4% | +70.8% | +2.8% |
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