+967.7%
BX vs AME
+1,495.8%
-528.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -2.4% |
| 7D | -4.4% | +0.6% | -5.0% | -4.9% |
| 30D | +0.1% | -6.7% | +6.8% | +6.0% |
| 3M | +16.0% | +4.1% | +11.9% | +11.6% |
| 6M | +21.6% | +1.6% | +20.0% | +18.5% |
| YTD | -8.9% | +16.1% | -25.0% | -21.0% |
| 1Y | -16.6% | +27.3% | -43.9% | -33.7% |
| 3Y | +43.3% | +50.9% | -7.5% | -2.6% |
| 5Y | +25.7% | +81.4% | -55.7% | -25.5% |
| 10Y | +689.5% | +417.0% | +272.5% | +83.5% |
| All | +967.7% | +1,495.8% | -528.1% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling