+851.5%
BX vs A
+608.6%
+243.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.0% |
| 7D | +0.6% | -0.5% | +1.0% | +0.9% |
| 30D | +14.2% | 0.0% | +14.3% | +14.0% |
| 3M | -18.7% | +16.7% | -35.4% | -27.8% |
| 6M | +2.5% | +54.8% | -52.4% | -27.4% |
| YTD | -18.8% | +28.8% | -47.6% | -34.6% |
| 1Y | -10.3% | +19.3% | -29.6% | -23.8% |
| 3Y | +35.4% | +65.5% | -30.1% | -13.6% |
| 5Y | +0.3% | +12.1% | -11.8% | -15.7% |
| 10Y | +668.4% | +305.4% | +363.0% | +134.2% |
| All | +851.5% | +608.6% | +243.0% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling