-16.6%
BX vs ADM
+40.7%
-57.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -4.4% | +3.8% | -8.1% | -4.1% |
| 30D | +0.1% | +9.8% | -9.7% | +0.6% |
| 3M | +16.0% | +2.1% | +13.9% | +16.0% |
| 6M | +21.6% | +27.5% | -5.9% | +21.4% |
| YTD | -8.9% | +50.2% | -59.1% | -9.7% |
| 1Y | -16.6% | +40.6% | -57.2% | -18.1% |
| All | -16.6% | +40.7% | -57.3% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling