-1.5%
BX vs ALB
-53.7%
+52.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.7% |
| 7D | -1.1% | -3.6% | +2.5% | -0.5% |
| 30D | +8.8% | -2.9% | +11.7% | +9.1% |
| 3M | -18.3% | -25.8% | +7.6% | -14.3% |
| 6M | -1.5% | -53.6% | +52.1% | +24.0% |
| All | -1.5% | -53.7% | +52.1% | +24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling