+204.0%
BA vs BX
+927.0%
-723.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.6% |
| YTD | -2.2% | -8.9% | +6.7% | -0.4% |
| 1Y | -8.0% | -16.6% | +8.6% | -3.8% |
| 3Y | -5.0% | +43.3% | -48.3% | -19.9% |
| 5Y | -2.7% | +25.7% | -28.4% | -17.3% |
| 10Y | +75.9% | +689.5% | -613.6% | -13.4% |
| All | +204.0% | +927.0% | -723.0% | +7.6% |
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