+33.8%
BX vs AMT
+10.5%
+23.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.3% |
| 7D | +1.8% | +0.5% | +1.3% | +1.7% |
| 30D | +7.9% | +13.6% | -5.7% | +5.2% |
| 3M | -9.6% | +11.5% | -21.1% | -11.5% |
| 6M | -2.3% | +6.9% | -9.2% | -3.6% |
| YTD | -19.3% | +10.8% | -30.1% | -21.0% |
| 1Y | -13.2% | +10.3% | -23.6% | -15.1% |
| 3Y | +33.8% | +12.4% | +21.4% | +19.0% |
| All | +33.8% | +10.5% | +23.3% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling