+967.7%
BX vs ACM
+184.3%
+783.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -4.4% | -3.7% | -0.6% | -2.3% |
| 30D | +0.1% | -11.1% | +11.2% | +5.6% |
| 3M | +16.0% | -8.0% | +24.0% | +19.9% |
| 6M | +21.6% | -29.7% | +51.3% | +44.8% |
| YTD | -8.9% | -29.4% | +20.5% | +7.4% |
| 1Y | -16.6% | -46.4% | +29.8% | +13.7% |
| 3Y | +43.3% | -22.3% | +65.7% | +58.5% |
| 5Y | +25.7% | +4.5% | +21.2% | +18.6% |
| 10Y | +689.5% | +127.6% | +561.9% | +341.5% |
| All | +967.7% | +184.3% | +783.4% | +279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling