+24.5%
BX vs AMCR
+6.5%
+18.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.2% |
| 7D | -5.6% | -6.3% | +0.7% | -2.8% |
| 30D | -12.2% | -7.8% | -4.4% | -9.0% |
| 3M | +7.4% | +7.5% | -0.1% | +4.1% |
| 6M | +22.2% | +2.7% | +19.5% | +20.2% |
| YTD | -14.0% | +6.0% | -20.0% | -17.8% |
| 1Y | -27.3% | +7.8% | -35.1% | -31.3% |
| 3Y | +24.5% | +5.8% | +18.8% | +11.8% |
| All | +24.5% | +6.5% | +18.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling