+642.7%
BX vs ADM
+178.5%
+464.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.0% |
| 7D | -8.9% | +3.0% | -11.9% | -10.1% |
| 30D | -14.8% | +8.7% | -23.5% | -18.0% |
| 3M | +6.9% | +7.6% | -0.7% | +2.9% |
| 6M | +16.3% | +26.9% | -10.6% | +2.9% |
| YTD | -16.1% | +54.3% | -70.4% | -32.3% |
| 1Y | -26.8% | +45.7% | -72.4% | -39.8% |
| 3Y | +22.4% | +21.9% | +0.5% | +5.9% |
| 5Y | +16.0% | +67.2% | -51.1% | -20.0% |
| All | +642.7% | +178.5% | +464.2% | +248.0% |
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