-16.6%
BX vs AA
+63.2%
-79.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.0% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | +0.1% | +5.0% | -4.9% | -0.3% |
| 3M | +16.0% | -35.8% | +51.8% | +18.9% |
| 6M | +21.6% | -18.4% | +40.0% | +21.6% |
| YTD | -8.9% | -5.5% | -3.4% | -10.2% |
| 1Y | -16.6% | +61.0% | -77.6% | -20.5% |
| All | -16.6% | +63.2% | -79.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling