+30.8%
BX vs APA
+9.3%
+21.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.9% |
| 7D | -2.0% | -1.7% | -0.3% | -1.7% |
| 30D | -2.3% | +15.7% | -18.0% | -5.2% |
| 3M | +18.5% | +16.5% | +2.1% | +14.4% |
| 6M | +23.7% | +35.1% | -11.4% | +12.6% |
| YTD | -10.4% | +82.2% | -92.6% | -25.7% |
| 1Y | -19.6% | +102.5% | -122.0% | -36.2% |
| 3Y | +30.8% | +10.3% | +20.5% | +1.8% |
| All | +30.8% | +9.3% | +21.5% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling