+635.8%
BX vs APA
+8.7%
+627.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | +0.6% | +8.5% | -8.0% | -1.2% |
| 30D | +14.2% | +2.8% | +11.5% | +13.2% |
| 3M | -18.7% | +21.7% | -40.5% | -22.6% |
| 6M | +2.5% | +32.6% | -30.1% | -5.0% |
| YTD | -18.8% | +103.7% | -122.5% | -32.7% |
| 1Y | -10.3% | +101.8% | -112.1% | -25.6% |
| 3Y | +35.4% | +48.1% | -12.7% | +16.1% |
| 5Y | +0.3% | +91.9% | -91.6% | -20.6% |
| All | +635.8% | +8.7% | +627.1% | +409.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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