+838.5%
BX vs AG
+217.6%
+620.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.4% | -2.1% |
| 7D | -1.1% | -6.0% | +5.0% | -0.2% |
| 30D | +8.8% | -14.3% | +23.1% | +11.1% |
| 3M | -18.3% | -26.9% | +8.7% | -14.8% |
| 6M | -1.5% | -42.1% | +40.6% | +5.6% |
| YTD | -19.9% | -15.9% | -4.1% | -20.6% |
| 1Y | -14.5% | +11.5% | -26.0% | -19.1% |
| 3Y | +32.3% | +208.0% | -175.7% | +1.2% |
| 5Y | -1.1% | +2.4% | -3.5% | -13.9% |
| 10Y | +657.8% | +77.0% | +580.8% | +420.4% |
| All | +838.5% | +217.6% | +620.9% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling