-27.3%
BX vs AGI
+9.2%
-36.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | -5.6% | -2.7% | -2.9% | -5.4% |
| 30D | -12.2% | +7.2% | -19.5% | -12.7% |
| 3M | +7.4% | +4.3% | +3.1% | +6.6% |
| 6M | +22.2% | -27.1% | +49.3% | +22.0% |
| YTD | -14.0% | -6.6% | -7.4% | -14.6% |
| 1Y | -27.3% | +9.5% | -36.8% | -28.6% |
| All | -27.3% | +9.2% | -36.5% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling