+625.7%
BX vs AMT
+134.2%
+491.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.1% | -2.2% | +1.1% | 0.0% |
| 30D | +8.8% | +5.8% | +3.0% | +5.8% |
| 3M | -18.3% | +12.6% | -30.8% | -23.1% |
| 6M | -1.5% | +8.3% | -9.8% | -6.2% |
| YTD | -19.9% | +11.4% | -31.3% | -25.4% |
| 1Y | -14.5% | +7.7% | -22.2% | -19.1% |
| 3Y | +32.3% | +14.8% | +17.5% | +13.9% |
| 5Y | -1.1% | -18.0% | +16.8% | +3.4% |
| All | +625.7% | +134.2% | +491.6% | +484.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling