+87.3%
BAC vs BX
+927.0%
-839.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.5% |
| 7D | +1.1% | -4.4% | +5.5% | +3.4% |
| 30D | -0.4% | +0.1% | -0.5% | -0.9% |
| 3M | +16.9% | +16.0% | +0.9% | +6.8% |
| 6M | +26.6% | +21.6% | +5.0% | +11.5% |
| YTD | +15.8% | -8.9% | +24.7% | +18.1% |
| 1Y | +27.2% | -16.6% | +43.8% | +35.2% |
| 3Y | +132.4% | +43.3% | +89.1% | +76.6% |
| 5Y | +72.6% | +25.7% | +46.9% | +28.2% |
| 10Y | +389.7% | +689.5% | -299.8% | +21.7% |
| All | +87.3% | +927.0% | -839.7% | -76.3% |
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