+24.3%
BX vs APA
+156.3%
-131.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.1% |
| 7D | -2.0% | -1.7% | -0.3% | -1.6% |
| 30D | -2.3% | +15.7% | -18.0% | -6.2% |
| 3M | +18.5% | +16.5% | +2.1% | +12.9% |
| 6M | +23.7% | +35.1% | -11.4% | +10.6% |
| YTD | -10.4% | +82.2% | -92.6% | -27.4% |
| 1Y | -19.6% | +102.5% | -122.0% | -37.8% |
| 3Y | +30.8% | +10.3% | +20.5% | +15.9% |
| 5Y | +24.3% | +166.1% | -141.8% | -18.1% |
| All | +24.3% | +156.3% | -131.9% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling