-26.8%
BX vs APA
+111.4%
-138.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.9% |
| 7D | -8.9% | +0.8% | -9.7% | -8.8% |
| 30D | -14.8% | +9.6% | -24.4% | -14.2% |
| 3M | +6.9% | +18.0% | -11.1% | +8.7% |
| 6M | +16.3% | +41.9% | -25.6% | +14.8% |
| YTD | -16.1% | +86.3% | -102.4% | -19.6% |
| 1Y | -26.8% | +97.9% | -124.6% | -29.8% |
| All | -26.8% | +111.4% | -138.2% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling