+18.8%
BX vs AME
+83.9%
-65.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.1% |
| 7D | -5.7% | +1.3% | -7.0% | -6.8% |
| 30D | -8.9% | -6.6% | -2.3% | -3.3% |
| 3M | +8.4% | +3.0% | +5.4% | +4.8% |
| 6M | +18.9% | +5.3% | +13.6% | +11.7% |
| YTD | -13.6% | +15.4% | -29.1% | -26.2% |
| 1Y | -22.4% | +26.8% | -49.3% | -40.2% |
| 3Y | +26.0% | +56.5% | -30.5% | -25.2% |
| 5Y | +18.8% | +85.2% | -66.5% | -43.5% |
| All | +18.8% | +83.9% | -65.1% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling