+1,653.4%
BX vs AMBA
+799.6%
+853.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | +3.7% | -2.6% | +6.3% | +4.2% |
| 30D | +8.2% | -10.5% | +18.7% | +10.7% |
| 3M | -12.7% | -26.4% | +13.7% | -7.0% |
| 6M | +1.0% | -20.9% | +21.9% | +1.2% |
| YTD | -17.2% | -14.8% | -2.4% | -19.2% |
| 1Y | -11.6% | -36.1% | +24.5% | -8.1% |
| 3Y | +36.8% | +20.2% | +16.5% | +15.0% |
| 5Y | +4.8% | -67.2% | +72.1% | +10.2% |
| 10Y | +672.8% | +5.0% | +667.8% | +484.0% |
| All | +1,653.4% | +799.6% | +853.8% | +747.1% |
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