+25.1%
BX vs AME
+55.9%
-30.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.2% |
| 7D | -5.7% | +1.3% | -7.0% | -6.5% |
| 30D | -8.9% | -6.6% | -2.3% | -4.6% |
| 3M | +8.4% | +3.0% | +5.4% | +5.7% |
| 6M | +18.9% | +5.3% | +13.6% | +13.5% |
| YTD | -13.6% | +15.4% | -29.1% | -23.4% |
| 1Y | -22.4% | +26.8% | -49.3% | -36.5% |
| All | +25.1% | +55.9% | -30.8% | -16.6% |
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