+525.0%
ACN vs BX
+927.0%
-402.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | -1.5% | -4.4% | +2.9% | -0.3% |
| 30D | +9.4% | +0.1% | +9.3% | +9.3% |
| 3M | +5.6% | +16.0% | -10.4% | +1.1% |
| 6M | -9.3% | +21.6% | -30.9% | -14.6% |
| YTD | -29.0% | -8.9% | -20.1% | -27.5% |
| 1Y | -24.7% | -16.6% | -8.0% | -21.4% |
| 3Y | -39.8% | +43.3% | -83.2% | -47.4% |
| 5Y | -40.9% | +25.7% | -66.6% | -47.9% |
| 10Y | +91.1% | +689.5% | -598.4% | +5.7% |
| All | +525.0% | +927.0% | -402.0% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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