+19.3%
ARM vs BX
-8.3%
+27.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.2% | -11.5% | -7.0% |
| 7D | -18.7% | +8.3% | -27.0% | -20.7% |
| 30D | -36.7% | +13.5% | -50.2% | -39.4% |
| 3M | -31.6% | -7.6% | -24.0% | -29.7% |
| 6M | -5.6% | +4.0% | -9.7% | -6.7% |
| YTD | +75.5% | -15.2% | +90.6% | +73.4% |
| 1Y | +19.3% | -8.5% | +27.8% | +14.4% |
| All | +19.3% | -8.3% | +27.6% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling