+358.7%
ALAB vs BX
+9.7%
+349.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -3.6% |
| 7D | +0.6% | -8.9% | +9.5% | +6.4% |
| 30D | -8.8% | -14.8% | +6.0% | +0.2% |
| 3M | -14.0% | +6.9% | -20.9% | -19.4% |
| 6M | +144.3% | +16.3% | +128.0% | +109.5% |
| YTD | +71.0% | -16.1% | +87.1% | +86.9% |
| 1Y | +23.5% | -26.8% | +50.3% | +50.7% |
| All | +358.7% | +9.7% | +349.0% | +305.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling