+668.7%
BX vs ALB
+80.1%
+588.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.8% | -2.8% |
| 7D | -5.7% | -8.6% | +2.9% | -3.0% |
| 30D | -8.9% | -4.0% | -4.8% | -8.0% |
| 3M | +8.4% | -17.4% | +25.8% | +14.0% |
| 6M | +18.9% | -25.4% | +44.3% | +27.0% |
| YTD | -13.6% | -10.5% | -3.1% | -14.5% |
| 1Y | -22.4% | +75.8% | -98.3% | -40.5% |
| 3Y | +26.0% | -28.5% | +54.5% | +21.2% |
| 5Y | +18.8% | -45.1% | +63.9% | +22.4% |
| 10Y | +668.7% | +87.3% | +581.4% | +337.2% |
| All | +668.7% | +80.1% | +588.7% | +337.2% |
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