+635.8%
BX vs APD
+191.9%
+443.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +0.6% | +3.8% | -3.3% | -1.6% |
| 30D | +14.2% | +8.2% | +6.0% | +9.3% |
| 3M | -18.7% | +4.3% | -23.0% | -20.7% |
| 6M | +2.5% | +4.7% | -2.2% | -0.7% |
| YTD | -18.8% | +31.5% | -50.4% | -32.1% |
| 1Y | -10.3% | +23.5% | -33.8% | -22.5% |
| 3Y | +35.4% | +29.1% | +6.3% | +10.2% |
| 5Y | +0.3% | +15.9% | -15.6% | -14.9% |
| All | +635.8% | +191.9% | +443.9% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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