+32.9%
BX vs ALB
-29.3%
+62.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.2% |
| 7D | -4.4% | -8.1% | +3.7% | -2.8% |
| 30D | +0.1% | +6.3% | -6.2% | -1.4% |
| 3M | +16.0% | -23.6% | +39.6% | +21.8% |
| 6M | +21.6% | -24.6% | +46.2% | +26.6% |
| YTD | -8.9% | -10.3% | +1.4% | -9.6% |
| 1Y | -16.6% | +61.5% | -78.1% | -29.3% |
| All | +32.9% | -29.3% | +62.2% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling