+0.4%
BX vs AMC
-99.3%
+99.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +1.8% | +2.6% | -0.8% | +1.5% |
| 30D | +7.9% | +9.0% | -1.1% | +7.0% |
| 3M | -9.6% | +22.2% | -31.8% | -11.5% |
| 6M | -2.3% | +91.5% | -93.7% | -9.7% |
| YTD | -19.3% | +101.3% | -120.6% | -26.2% |
| 1Y | -13.2% | +20.8% | -34.0% | -17.2% |
| 3Y | +33.8% | -71.3% | +105.1% | +39.2% |
| All | +0.4% | -99.3% | +99.6% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling