+18.8%
BX vs AA
+15.6%
+3.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.1% |
| 7D | -5.7% | -0.6% | -5.0% | -5.5% |
| 30D | -8.9% | -1.6% | -7.3% | -8.8% |
| 3M | +8.4% | -29.8% | +38.2% | +18.1% |
| 6M | +18.9% | -16.6% | +35.6% | +21.5% |
| YTD | -13.6% | -4.0% | -9.6% | -16.1% |
| 1Y | -22.4% | +63.5% | -86.0% | -37.0% |
| 3Y | +26.0% | +86.8% | -60.7% | -7.7% |
| 5Y | +18.8% | +12.4% | +6.4% | +1.5% |
| All | +18.8% | +15.6% | +3.2% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling