+668.7%
BX vs APA
-1.1%
+669.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.6% | -4.3% |
| 7D | -5.7% | +0.3% | -6.0% | -5.8% |
| 30D | -8.9% | +9.3% | -18.2% | -10.8% |
| 3M | +8.4% | +23.3% | -14.9% | +2.9% |
| 6M | +18.9% | +39.5% | -20.6% | +8.4% |
| YTD | -13.6% | +87.6% | -101.2% | -26.7% |
| 1Y | -22.4% | +114.2% | -136.7% | -36.6% |
| 3Y | +26.0% | +13.6% | +12.4% | +14.6% |
| 5Y | +18.8% | +175.6% | -156.8% | -11.8% |
| 10Y | +668.7% | -2.6% | +671.4% | +438.5% |
| All | +668.7% | -1.1% | +669.9% | +438.5% |
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