-22.4%
BX vs APD
+5.1%
-27.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.8% | -3.5% |
| 7D | -5.7% | -4.6% | -1.1% | -4.9% |
| 30D | -8.9% | -4.2% | -4.7% | -8.2% |
| 3M | +8.4% | +5.0% | +3.4% | +7.6% |
| 6M | +18.9% | +8.9% | +10.0% | +16.5% |
| YTD | -13.6% | +21.9% | -35.5% | -17.5% |
| 1Y | -22.4% | +5.6% | -28.0% | -18.9% |
| All | -22.4% | +5.1% | -27.6% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling