+228.9%
ARM vs BX
+31.0%
+197.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.9% |
| 7D | -15.2% | +1.8% | -17.0% | -16.4% |
| 30D | -40.7% | +7.9% | -48.6% | -44.4% |
| 3M | -39.1% | -9.6% | -29.5% | -35.6% |
| 6M | -26.4% | -2.3% | -24.2% | -27.6% |
| YTD | +59.7% | -19.3% | +79.0% | +80.4% |
| 1Y | +10.3% | -13.2% | +23.6% | +16.3% |
| 3Y | +228.9% | +33.8% | +195.1% | +118.5% |
| All | +228.9% | +31.0% | +197.8% | +118.5% |
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