-1.8%
BA vs BX
+40.3%
-42.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +1.2% | -4.4% | +5.5% | +2.7% |
| 30D | -11.6% | +0.1% | -11.7% | -11.8% |
| 3M | -2.4% | +16.0% | -18.4% | -7.7% |
| 6M | -6.6% | +21.6% | -28.2% | -13.7% |
| YTD | -2.2% | -8.9% | +6.7% | -0.3% |
| 1Y | -8.0% | -16.6% | +8.6% | -3.5% |
| All | -1.8% | +40.3% | -42.0% | -18.0% |
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 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