+18.8%
BX vs ADM
+67.1%
-48.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.3% |
| 7D | -5.7% | +1.4% | -7.0% | -6.0% |
| 30D | -8.9% | +8.2% | -17.1% | -10.9% |
| 3M | +8.4% | +8.7% | -0.3% | +5.6% |
| 6M | +18.9% | +29.1% | -10.2% | +9.5% |
| YTD | -13.6% | +53.7% | -67.3% | -24.8% |
| 1Y | -22.4% | +43.2% | -65.7% | -31.2% |
| 3Y | +26.0% | +21.4% | +4.6% | +16.7% |
| 5Y | +18.8% | +67.1% | -48.3% | -14.6% |
| All | +18.8% | +67.1% | -48.3% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling