+2,060.4%
BX vs AMCR
+97.2%
+1,963.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -0.9% | -2.6% |
| 7D | -5.7% | -6.3% | +0.6% | -3.2% |
| 30D | -8.9% | -7.1% | -1.8% | -6.2% |
| 3M | +8.4% | +12.7% | -4.3% | +3.4% |
| 6M | +18.9% | +5.2% | +13.8% | +16.0% |
| YTD | -13.6% | +8.1% | -21.7% | -17.3% |
| 1Y | -22.4% | +11.7% | -34.2% | -26.9% |
| 3Y | +26.0% | +9.9% | +16.1% | +18.9% |
| 5Y | +18.8% | -8.7% | +27.4% | +21.5% |
| 10Y | +668.7% | +16.8% | +651.9% | +588.9% |
| All | +2,060.4% | +97.2% | +1,963.2% | +1,868.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling