-26.8%
BX vs AME
+26.3%
-53.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.4% |
| 7D | -8.9% | 0.0% | -8.9% | -8.9% |
| 30D | -14.8% | -8.6% | -6.2% | -11.3% |
| 3M | +6.9% | +5.8% | +1.2% | +4.1% |
| 6M | +16.3% | +3.8% | +12.5% | +13.6% |
| YTD | -16.1% | +14.4% | -30.5% | -21.1% |
| 1Y | -26.8% | +25.8% | -52.6% | -34.0% |
| All | -26.8% | +26.3% | -53.1% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling