+75.6%
BAC vs BX
+14.6%
+61.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.7% | +0.9% |
| 7D | -0.3% | -8.9% | +8.7% | +3.2% |
| 30D | -1.8% | -14.8% | +13.0% | +4.0% |
| 3M | +15.3% | +6.9% | +8.4% | +11.6% |
| 6M | +30.2% | +16.3% | +13.9% | +21.1% |
| YTD | +15.6% | -16.1% | +31.7% | +21.4% |
| 1Y | +27.5% | -26.8% | +54.2% | +40.8% |
| 3Y | +137.0% | +22.4% | +114.6% | +110.5% |
| 5Y | +75.6% | +16.0% | +59.6% | +50.9% |
| All | +75.6% | +14.6% | +61.0% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling