+1,802.4%
BX vs APTV
+138.1%
+1,664.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.5% |
| 7D | +0.6% | -1.7% | +2.3% | +1.4% |
| 30D | +14.2% | -11.6% | +25.8% | +20.7% |
| 3M | -18.7% | -21.2% | +2.5% | -9.9% |
| 6M | +2.5% | -28.5% | +31.0% | +15.4% |
| YTD | -18.8% | -49.1% | +30.3% | +5.9% |
| 1Y | -10.3% | -52.2% | +41.9% | +20.2% |
| 3Y | +35.4% | -48.6% | +84.0% | +68.3% |
| 5Y | +0.3% | -77.3% | +77.5% | +77.9% |
| 10Y | +668.4% | -26.9% | +695.2% | +591.5% |
| All | +1,802.4% | +138.1% | +1,664.4% | +698.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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