+882.1%
BX vs AMT
+541.3%
+340.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +3.3% | +0.4% | +2.9% | +3.1% |
| 30D | +9.6% | +3.7% | +5.9% | +7.0% |
| 3M | -8.7% | +10.7% | -19.4% | -14.9% |
| 6M | +2.2% | +9.3% | -7.0% | -4.9% |
| YTD | -16.2% | +10.9% | -27.2% | -23.6% |
| 1Y | -11.5% | +10.5% | -22.0% | -19.4% |
| 3Y | +41.0% | +15.5% | +25.5% | +16.6% |
| 5Y | +1.1% | -20.6% | +21.7% | +7.9% |
| 10Y | +710.1% | +124.5% | +585.6% | +272.0% |
| All | +882.1% | +541.3% | +340.8% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling