+668.7%
BX vs APD
+162.9%
+505.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.8% | -3.2% |
| 7D | -5.7% | -4.6% | -1.1% | -3.1% |
| 30D | -8.9% | -4.2% | -4.7% | -6.6% |
| 3M | +8.4% | +5.0% | +3.4% | +4.9% |
| 6M | +18.9% | +8.9% | +10.0% | +11.7% |
| YTD | -13.6% | +21.9% | -35.5% | -24.5% |
| 1Y | -22.4% | +5.6% | -28.0% | -26.6% |
| 3Y | +26.0% | +6.9% | +19.1% | +14.6% |
| 5Y | +18.8% | +25.3% | -6.6% | -4.6% |
| 10Y | +668.7% | +169.1% | +499.7% | +286.2% |
| All | +668.7% | +162.9% | +505.8% | +286.2% |
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