+838.5%
BX vs APA
-21.4%
+859.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.5% |
| 7D | -1.1% | +9.6% | -10.7% | -4.0% |
| 30D | +8.8% | -0.2% | +9.0% | +8.2% |
| 3M | -18.3% | +19.8% | -38.1% | -23.8% |
| 6M | -1.5% | +30.1% | -31.6% | -11.9% |
| YTD | -19.9% | +100.4% | -120.3% | -39.5% |
| 1Y | -14.5% | +105.2% | -119.7% | -36.1% |
| 3Y | +32.3% | +44.6% | -12.3% | +5.8% |
| 5Y | -1.1% | +88.8% | -89.9% | -32.2% |
| 10Y | +657.8% | +6.6% | +651.2% | +352.5% |
| All | +838.5% | -21.4% | +859.9% | +372.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling