+24.3%
BX vs AG
+65.4%
-41.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -2.0% | +4.5% | -6.4% | -2.6% |
| 30D | -2.3% | +12.9% | -15.2% | -4.1% |
| 3M | +18.5% | +20.9% | -2.4% | +14.9% |
| 6M | +23.7% | -19.5% | +43.3% | +25.6% |
| YTD | -10.4% | +24.8% | -35.1% | -15.9% |
| 1Y | -19.6% | +120.2% | -139.8% | -32.0% |
| 3Y | +30.8% | +279.0% | -248.2% | -5.7% |
| 5Y | +24.3% | +67.9% | -43.6% | -0.3% |
| All | +24.3% | +65.4% | -41.1% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling