+661.1%
BX vs AG
+68.4%
+592.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +2.8% |
| 7D | -5.6% | -6.7% | +1.1% | -5.0% |
| 30D | -12.2% | +2.2% | -14.4% | -12.5% |
| 3M | +7.4% | +15.7% | -8.3% | +5.5% |
| 6M | +22.2% | -23.8% | +46.0% | +24.2% |
| YTD | -14.0% | +17.6% | -31.6% | -17.1% |
| 1Y | -27.3% | +88.6% | -115.9% | -33.9% |
| 3Y | +24.5% | +253.4% | -228.9% | +2.4% |
| 5Y | +18.9% | +62.4% | -43.6% | +2.5% |
| All | +661.1% | +68.4% | +592.7% | +552.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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