+664.4%
BX vs ACM
+135.8%
+528.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -2.0% |
| 7D | -5.7% | -3.7% | -2.0% | -3.7% |
| 30D | -8.9% | -12.7% | +3.8% | -2.9% |
| 3M | +8.4% | -9.8% | +18.2% | +13.1% |
| 6M | +18.9% | -31.4% | +50.3% | +43.7% |
| YTD | -13.6% | -32.1% | +18.5% | +4.0% |
| 1Y | -22.4% | -47.8% | +25.4% | +7.6% |
| 3Y | +26.0% | -22.1% | +48.1% | +38.6% |
| 5Y | +18.8% | +1.8% | +17.0% | +14.0% |
| All | +664.4% | +135.8% | +528.6% | +396.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling