+642.7%
BX vs ACM
+131.7%
+511.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -1.9% |
| 7D | -8.9% | -5.9% | -3.0% | -5.8% |
| 30D | -14.8% | -6.2% | -8.6% | -12.2% |
| 3M | +6.9% | -7.9% | +14.8% | +10.3% |
| 6M | +16.3% | -30.6% | +46.9% | +39.6% |
| YTD | -16.1% | -33.3% | +17.2% | +2.1% |
| 1Y | -26.8% | -49.2% | +22.4% | +3.1% |
| 3Y | +22.4% | -23.5% | +45.9% | +36.0% |
| 5Y | +16.0% | +0.9% | +15.1% | +12.0% |
| All | +642.7% | +131.7% | +511.0% | +387.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling