+967.7%
BX vs ADM
+306.1%
+661.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -4.4% | +3.8% | -8.1% | -6.4% |
| 30D | +0.1% | +9.8% | -9.7% | -5.2% |
| 3M | +16.0% | +2.1% | +13.9% | +13.6% |
| 6M | +21.6% | +27.5% | -5.9% | +4.0% |
| YTD | -8.9% | +50.2% | -59.1% | -29.0% |
| 1Y | -16.6% | +40.6% | -57.2% | -33.3% |
| 3Y | +43.3% | +17.2% | +26.1% | +20.0% |
| 5Y | +25.7% | +61.9% | -36.2% | -16.2% |
| 10Y | +689.5% | +159.3% | +530.2% | +274.8% |
| All | +967.7% | +306.1% | +661.6% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling