+866.0%
BX vs A
+620.8%
+245.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -2.8% | -0.1% | -2.7% | -2.7% |
| 30D | +7.3% | +3.3% | +4.0% | +4.6% |
| 3M | -16.3% | +18.5% | -34.9% | -26.5% |
| 6M | +2.5% | +59.3% | -56.8% | -28.8% |
| YTD | -17.6% | +31.0% | -48.6% | -34.4% |
| 1Y | -12.4% | +19.3% | -31.7% | -25.6% |
| 3Y | +36.2% | +66.8% | -30.6% | -13.5% |
| 5Y | +3.0% | +15.5% | -12.5% | -15.3% |
| 10Y | +680.0% | +312.3% | +367.7% | +134.8% |
| All | +866.0% | +620.8% | +245.2% | +37.2% |
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