+882.1%
BX vs ACM
+201.4%
+680.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +0.9% |
| 7D | +3.3% | +6.9% | -3.6% | -0.4% |
| 30D | +9.6% | +19.1% | -9.5% | -0.5% |
| 3M | -8.7% | -6.9% | -1.7% | -6.0% |
| 6M | +2.2% | -12.0% | +14.2% | +7.5% |
| YTD | -16.2% | -25.1% | +8.9% | -4.3% |
| 1Y | -11.5% | -45.4% | +33.9% | +19.8% |
| 3Y | +41.0% | -6.9% | +47.9% | +41.1% |
| 5Y | +1.1% | +3.7% | -2.7% | -4.0% |
| 10Y | +710.1% | +135.8% | +574.3% | +348.7% |
| All | +882.1% | +201.4% | +680.7% | +238.5% |
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