+26.6%
BA vs BX
+690.2%
-663.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | 0.0% | +3.7% | -3.6% | -2.0% |
| 30D | -8.9% | +8.2% | -17.2% | -13.1% |
| 3M | -25.5% | -12.7% | -12.8% | -20.7% |
| 6M | -27.0% | +1.0% | -27.9% | -28.5% |
| YTD | -20.1% | -17.2% | -2.9% | -14.3% |
| 1Y | -11.0% | -11.6% | +0.6% | -8.3% |
| 3Y | -11.8% | +36.8% | -48.6% | -33.4% |
| 5Y | -20.6% | +4.8% | -25.5% | -34.6% |
| 10Y | +26.6% | +672.8% | -646.2% | -66.0% |
| All | +26.6% | +690.2% | -663.6% | -66.0% |
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