+657.1%
BX vs AMC
-97.7%
+754.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +1.8% | +2.6% | -0.8% | +1.7% |
| 30D | +7.9% | +9.0% | -1.1% | +7.4% |
| 3M | -9.6% | +22.2% | -31.8% | -10.6% |
| 6M | -2.3% | +91.5% | -93.7% | -5.9% |
| YTD | -19.3% | +101.3% | -120.6% | -22.7% |
| 1Y | -13.2% | +20.8% | -34.0% | -15.2% |
| 3Y | +33.8% | -71.3% | +105.1% | +35.4% |
| 5Y | 0.0% | -99.2% | +99.2% | +10.4% |
| 10Y | +685.4% | -98.7% | +784.1% | +693.4% |
| All | +657.1% | -97.7% | +754.9% | +565.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling