+29.8%
BX vs AA
+85.7%
-55.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.4% |
| 7D | -2.0% | +1.7% | -3.6% | -2.4% |
| 30D | -2.3% | +3.3% | -5.6% | -3.3% |
| 3M | +18.5% | -29.4% | +47.9% | +28.0% |
| 6M | +23.7% | -12.8% | +36.5% | +24.4% |
| YTD | -10.4% | -2.1% | -8.2% | -13.6% |
| 1Y | -19.6% | +62.8% | -82.3% | -34.9% |
| All | +29.8% | +85.7% | -55.9% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling