+635.8%
BX vs ADM
+133.7%
+502.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +0.3% |
| 7D | +0.6% | +4.2% | -3.6% | -1.2% |
| 30D | +14.2% | -12.8% | +27.1% | +20.8% |
| 3M | -18.7% | -8.5% | -10.3% | -16.4% |
| 6M | +2.5% | -10.9% | +13.4% | +6.1% |
| YTD | -18.8% | +29.4% | -48.2% | -29.9% |
| 1Y | -10.3% | +27.5% | -37.8% | -22.3% |
| 3Y | +35.4% | +10.3% | +25.0% | +20.0% |
| 5Y | +0.3% | +27.4% | -27.1% | -21.8% |
| All | +635.8% | +133.7% | +502.1% | +253.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling