+635.8%
BX vs AME
+444.5%
+191.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.0% |
| 7D | +0.6% | +5.9% | -5.3% | -4.0% |
| 30D | +14.2% | -1.9% | +16.2% | +14.7% |
| 3M | -18.7% | -5.4% | -13.4% | -16.2% |
| 6M | +2.5% | +4.9% | -2.5% | -3.4% |
| YTD | -18.8% | +18.5% | -37.3% | -31.6% |
| 1Y | -10.3% | +25.5% | -35.8% | -28.2% |
| 3Y | +35.4% | +63.0% | -27.6% | -15.0% |
| 5Y | +0.3% | +78.3% | -78.0% | -41.2% |
| All | +635.8% | +444.5% | +191.4% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling