+51.4%
BAC vs BX
+829.1%
-777.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.9% | -2.8% | +1.0% | -0.4% |
| 30D | -7.2% | +7.3% | -14.5% | -11.0% |
| 3M | -20.4% | -16.3% | -4.1% | -13.3% |
| 6M | +1.3% | +2.5% | -1.2% | -2.1% |
| YTD | -6.4% | -17.6% | +11.2% | +0.1% |
| 1Y | -3.5% | -12.4% | +8.9% | -0.4% |
| 3Y | +96.7% | +36.2% | +60.5% | +53.3% |
| 5Y | +20.6% | +3.0% | +17.6% | +0.3% |
| 10Y | +233.0% | +680.0% | -447.0% | -17.3% |
| All | +51.4% | +829.1% | -777.7% | -79.9% |
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 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