+642.7%
BX vs A
+247.2%
+395.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.1% |
| 7D | -8.9% | -4.6% | -4.3% | -6.2% |
| 30D | -14.8% | -4.3% | -10.5% | -12.5% |
| 3M | +6.9% | +8.9% | -2.0% | +0.8% |
| 6M | +16.3% | +24.5% | -8.2% | -0.8% |
| YTD | -16.1% | +5.8% | -21.9% | -20.6% |
| 1Y | -26.8% | +16.2% | -43.0% | -35.6% |
| 3Y | +22.4% | +28.5% | -6.0% | -3.2% |
| 5Y | +16.0% | -16.3% | +32.3% | +20.9% |
| All | +642.7% | +247.2% | +395.5% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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