+25.1%
BX vs A
+29.6%
-4.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.2% | -3.0% |
| 7D | -5.7% | -4.4% | -1.3% | -3.7% |
| 30D | -8.9% | -2.7% | -6.2% | -7.8% |
| 3M | +8.4% | +7.0% | +1.3% | +4.7% |
| 6M | +18.9% | +24.6% | -5.7% | +5.8% |
| YTD | -13.6% | +7.0% | -20.7% | -16.9% |
| 1Y | -22.4% | +15.6% | -38.0% | -29.0% |
| All | +25.1% | +29.6% | -4.5% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling