+41.0%
BX vs ALB
-13.4%
+54.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +3.3% | +9.5% | -6.2% | +1.5% |
| 30D | +9.6% | -2.1% | +11.7% | +9.9% |
| 3M | -8.7% | -24.1% | +15.5% | -4.1% |
| 6M | +2.2% | -51.0% | +53.2% | +16.3% |
| YTD | -16.2% | -29.3% | +13.1% | -13.1% |
| 1Y | -11.5% | +3.2% | -14.7% | -16.2% |
| 3Y | +41.0% | -9.3% | +50.3% | +26.2% |
| All | +41.0% | -13.4% | +54.4% | +26.2% |
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 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