+967.7%
BX vs A
+513.6%
+454.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | -4.4% | -1.9% | -2.4% | -3.0% |
| 30D | +0.1% | +6.9% | -6.8% | -4.6% |
| 3M | +16.0% | +9.2% | +6.8% | +8.2% |
| 6M | +21.6% | +25.7% | -4.1% | +0.6% |
| YTD | -8.9% | +11.5% | -20.4% | -18.1% |
| 1Y | -16.6% | +18.4% | -35.0% | -29.0% |
| 3Y | +43.3% | +26.6% | +16.7% | +11.4% |
| 5Y | +25.7% | -12.8% | +38.5% | +27.7% |
| 10Y | +689.5% | +247.2% | +442.3% | +169.5% |
| All | +967.7% | +513.6% | +454.1% | +71.4% |
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 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