+30.8%
BX vs APD
+10.0%
+20.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -2.0% | -2.5% | +0.5% | -1.1% |
| 30D | -2.3% | -1.9% | -0.4% | -1.6% |
| 3M | +18.5% | +8.2% | +10.3% | +15.1% |
| 6M | +23.7% | +10.7% | +13.0% | +18.3% |
| YTD | -10.4% | +22.9% | -33.3% | -18.0% |
| 1Y | -19.6% | +5.8% | -25.4% | -21.7% |
| 3Y | +30.8% | +7.8% | +23.0% | +23.3% |
| All | +30.8% | +10.0% | +20.8% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling