+21.5%
BX vs AGI
+204.0%
-182.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.5% |
| 7D | -8.9% | -5.3% | -3.7% | -8.4% |
| 30D | -14.8% | +6.8% | -21.5% | -15.4% |
| 3M | +6.9% | +8.3% | -1.4% | +5.9% |
| 6M | +16.3% | -29.2% | +45.5% | +18.5% |
| YTD | -16.1% | -7.3% | -8.8% | -16.7% |
| 1Y | -26.8% | +8.0% | -34.8% | -28.6% |
| All | +21.5% | +204.0% | -182.4% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling