+23.3%
BX vs A
-15.0%
+38.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | 0.0% |
| 7D | -2.0% | -2.1% | +0.1% | -0.8% |
| 30D | -2.3% | +0.6% | -2.9% | -2.7% |
| 3M | +18.5% | +10.9% | +7.6% | +10.8% |
| 6M | +23.7% | +28.2% | -4.4% | +4.0% |
| YTD | -10.4% | +8.6% | -18.9% | -16.2% |
| 1Y | -19.6% | +15.5% | -35.1% | -28.6% |
| 3Y | +30.8% | +31.8% | -1.0% | -0.3% |
| All | +23.3% | -15.0% | +38.3% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling