+26.5%
BAC vs BX
-15.8%
+42.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +0.6% | -4.4% | +5.0% | +1.6% |
| 30D | -0.9% | +0.1% | -1.0% | -1.2% |
| 3M | +16.3% | +16.0% | +0.3% | +11.4% |
| 6M | +26.0% | +21.6% | +4.4% | +18.9% |
| YTD | +15.2% | -8.9% | +24.1% | +16.4% |
| 1Y | +26.5% | -16.6% | +43.1% | +30.8% |
| All | +26.5% | -15.8% | +42.3% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling