+365.7%
ALAB vs BX
+17.2%
+348.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.3% | -6.0% |
| 7D | +3.2% | -2.0% | +5.2% | +4.5% |
| 30D | -13.6% | -2.3% | -11.3% | -12.8% |
| 3M | -16.6% | +18.5% | -35.1% | -26.9% |
| 6M | +142.3% | +23.7% | +118.6% | +100.5% |
| YTD | +73.6% | -10.4% | +84.0% | +82.5% |
| 1Y | +33.7% | -19.6% | +53.2% | +52.9% |
| All | +365.7% | +17.2% | +348.5% | +295.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling