+392.9%
BAC vs BX
+673.1%
-280.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -1.0% |
| 7D | 0.0% | -5.6% | +5.6% | +2.7% |
| 30D | -2.8% | -12.2% | +9.4% | +3.0% |
| 3M | +14.2% | +7.4% | +6.8% | +9.4% |
| 6M | +30.5% | +22.2% | +8.4% | +16.3% |
| YTD | +15.8% | -14.0% | +29.8% | +21.4% |
| 1Y | +26.2% | -27.3% | +53.5% | +43.0% |
| 3Y | +136.5% | +24.5% | +112.0% | +98.0% |
| 5Y | +75.9% | +18.9% | +57.1% | +38.8% |
| All | +392.9% | +673.1% | -280.2% | +31.8% |
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 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