+967.7%
BX vs AG
+376.1%
+591.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | -4.4% | +1.0% | -5.4% | -4.5% |
| 30D | +0.1% | +19.2% | -19.1% | -2.7% |
| 3M | +16.0% | +6.2% | +9.9% | +14.2% |
| 6M | +21.6% | -26.7% | +48.3% | +25.4% |
| YTD | -8.9% | +26.1% | -35.0% | -14.7% |
| 1Y | -16.6% | +131.7% | -148.3% | -29.8% |
| 3Y | +43.3% | +255.3% | -212.0% | +7.1% |
| 5Y | +25.7% | +61.9% | -36.2% | +2.3% |
| 10Y | +689.5% | +72.0% | +617.5% | +448.9% |
| All | +967.7% | +376.1% | +591.7% | +170.0% |
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 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