+625.7%
BX vs AMC
-98.8%
+724.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.7% |
| 7D | -1.1% | +8.4% | -9.5% | -1.4% |
| 30D | +8.8% | +9.2% | -0.3% | +8.4% |
| 3M | -18.3% | +32.0% | -50.3% | -19.3% |
| 6M | -1.5% | +149.3% | -150.8% | -5.9% |
| YTD | -19.9% | +114.1% | -134.0% | -23.3% |
| 1Y | -14.5% | +35.8% | -50.3% | -16.6% |
| 3Y | +32.3% | -58.3% | +90.6% | +31.9% |
| 5Y | -1.1% | -99.2% | +98.1% | +7.6% |
| All | +625.7% | -98.8% | +724.5% | +549.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling