+33.5%
BX vs AME
+63.5%
-30.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.2% |
| 7D | -1.1% | +8.1% | -9.2% | -5.7% |
| 30D | +8.8% | -3.8% | +12.6% | +10.6% |
| 3M | -18.3% | -6.6% | -11.6% | -15.4% |
| 6M | -1.5% | +4.6% | -6.1% | -6.0% |
| YTD | -19.9% | +17.9% | -37.9% | -30.7% |
| 1Y | -14.5% | +23.2% | -37.7% | -28.6% |
| All | +33.5% | +63.5% | -30.0% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling