-27.3%
BX vs ADM
+45.4%
-72.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -5.6% | +2.5% | -8.1% | -5.4% |
| 30D | -12.2% | +9.5% | -21.7% | -11.7% |
| 3M | +7.4% | +10.6% | -3.2% | +7.8% |
| 6M | +22.2% | +24.0% | -1.9% | +22.5% |
| YTD | -14.0% | +54.0% | -68.0% | -15.3% |
| 1Y | -27.3% | +45.3% | -72.6% | -28.7% |
| All | -27.3% | +45.4% | -72.7% | -28.7% |
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