+37.4%
BX vs A
+67.3%
-29.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.8% | -0.1% | -2.7% | -2.7% |
| 30D | +7.3% | +3.3% | +4.0% | +5.6% |
| 3M | -16.3% | +18.5% | -34.9% | -23.1% |
| 6M | +2.5% | +59.3% | -56.8% | -19.3% |
| YTD | -17.6% | +31.0% | -48.6% | -28.1% |
| 1Y | -12.4% | +19.3% | -31.7% | -19.8% |
| All | +37.4% | +67.3% | -29.9% | +7.0% |
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