+96.6%
BAC vs BX
+37.4%
+59.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.9% | -2.8% | +1.0% | -0.8% |
| 30D | -7.2% | +7.3% | -14.5% | -9.9% |
| 3M | -20.4% | -16.3% | -4.1% | -15.2% |
| 6M | +1.3% | +2.5% | -1.2% | -1.1% |
| YTD | -6.4% | -17.6% | +11.2% | -0.5% |
| 1Y | -3.5% | -12.4% | +8.9% | -0.5% |
| All | +96.6% | +37.4% | +59.2% | +48.4% |
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