+146.9%
BA vs BX
+844.7%
-697.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.9% |
| 7D | -1.7% | +3.3% | -5.0% | -2.9% |
| 30D | -9.5% | +9.6% | -19.0% | -12.6% |
| 3M | -26.5% | -8.7% | -17.8% | -24.5% |
| 6M | -27.4% | +2.2% | -29.6% | -28.5% |
| YTD | -20.6% | -16.2% | -4.4% | -17.0% |
| 1Y | -11.4% | -11.5% | +0.1% | -9.3% |
| 3Y | -10.8% | +41.0% | -51.8% | -24.3% |
| 5Y | -21.9% | +1.1% | -23.0% | -28.3% |
| 10Y | +28.1% | +710.1% | -682.0% | -37.0% |
| All | +146.9% | +844.7% | -697.7% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling