+912.2%
BX vs AFL
+586.9%
+325.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | -5.7% | -2.1% | -3.5% | -4.5% |
| 30D | -8.9% | -5.4% | -3.5% | -6.2% |
| 3M | +8.4% | -0.3% | +8.6% | +8.1% |
| 6M | +18.9% | +5.2% | +13.7% | +14.9% |
| YTD | -13.6% | +5.7% | -19.3% | -17.0% |
| 1Y | -22.4% | +10.2% | -32.7% | -27.3% |
| 3Y | +26.0% | +63.4% | -37.4% | -5.9% |
| 5Y | +18.8% | +133.0% | -114.2% | -26.5% |
| 10Y | +668.7% | +299.5% | +369.2% | +240.8% |
| All | +912.2% | +586.9% | +325.3% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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