+635.8%
BX vs ALB
+32.4%
+603.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.8% |
| 7D | +0.6% | -5.8% | +6.3% | +2.4% |
| 30D | +14.2% | -4.5% | +18.8% | +15.6% |
| 3M | -18.7% | -28.1% | +9.3% | -10.6% |
| 6M | +2.5% | -53.2% | +55.6% | +28.3% |
| YTD | -18.8% | -33.3% | +14.5% | -12.2% |
| 1Y | -10.3% | -17.4% | +7.1% | -10.4% |
| 3Y | +35.4% | -14.1% | +49.5% | +18.0% |
| 5Y | +0.3% | -64.0% | +64.3% | +18.3% |
| All | +635.8% | +32.4% | +603.5% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling