+642.7%
BX vs AME
+427.9%
+214.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.1% |
| 7D | -8.9% | 0.0% | -8.9% | -8.9% |
| 30D | -14.8% | -8.6% | -6.2% | -8.3% |
| 3M | +6.9% | +5.8% | +1.2% | +1.6% |
| 6M | +16.3% | +3.8% | +12.5% | +11.4% |
| YTD | -16.1% | +14.4% | -30.5% | -26.2% |
| 1Y | -26.8% | +25.8% | -52.6% | -41.0% |
| 3Y | +22.4% | +55.2% | -32.7% | -18.5% |
| 5Y | +16.0% | +85.5% | -69.5% | -32.6% |
| All | +642.7% | +427.9% | +214.8% | +114.2% |
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