+27.6%
BX vs AMT
-31.6%
+59.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | +0.1% | +4.6% | -4.5% | -2.1% |
| 3M | +16.0% | -8.4% | +24.5% | +20.4% |
| 6M | +21.6% | -6.0% | +27.6% | +24.3% |
| YTD | -8.9% | +2.1% | -11.0% | -11.1% |
| 1Y | -16.6% | -6.4% | -10.2% | -15.3% |
| 3Y | +43.3% | +8.1% | +35.3% | +22.6% |
| All | +27.6% | -31.6% | +59.2% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling