+1,829.9%
BX vs AMBA
+837.3%
+992.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -4.4% | -11.0% | +6.6% | -1.8% |
| 30D | +0.1% | -23.2% | +23.3% | +6.2% |
| 3M | +16.0% | -12.7% | +28.7% | +16.0% |
| 6M | +21.6% | +11.2% | +10.4% | +12.6% |
| YTD | -8.9% | -11.2% | +2.3% | -11.2% |
| 1Y | -16.6% | -22.5% | +5.9% | -17.4% |
| 3Y | +43.3% | -1.3% | +44.7% | +27.2% |
| 5Y | +25.7% | -54.2% | +79.9% | +24.1% |
| 10Y | +689.5% | -6.1% | +695.6% | +509.3% |
| All | +1,829.9% | +837.3% | +992.6% | +830.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling