+950.6%
BX vs AGI
+739.8%
+210.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -2.0% | +4.4% | -6.3% | -2.4% |
| 30D | -2.3% | +10.0% | -12.3% | -3.3% |
| 3M | +18.5% | +1.7% | +16.8% | +18.0% |
| 6M | +23.7% | -26.8% | +50.5% | +26.7% |
| YTD | -10.4% | -5.3% | -5.0% | -10.9% |
| 1Y | -19.6% | +11.5% | -31.0% | -21.5% |
| 3Y | +30.8% | +212.9% | -182.1% | +13.9% |
| 5Y | +24.3% | +388.8% | -364.4% | +2.7% |
| 10Y | +679.5% | +383.6% | +295.9% | +505.5% |
| All | +950.6% | +739.8% | +210.8% | +444.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling