-19.6%
BX vs AMC
-6.9%
-12.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -2.3% | -1.2% | -1.1% | -2.3% |
| 3M | +18.5% | +42.2% | -23.7% | +11.3% |
| 6M | +23.7% | +118.8% | -95.1% | +8.6% |
| YTD | -10.4% | +64.1% | -74.5% | -19.5% |
| 1Y | -19.6% | -9.5% | -10.0% | -26.2% |
| All | -19.6% | -6.9% | -12.6% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling