+882.1%
BX vs ALB
+240.2%
+641.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.9% |
| 7D | +3.3% | +9.5% | -6.2% | -0.8% |
| 30D | +9.6% | -2.1% | +11.7% | +10.1% |
| 3M | -8.7% | -24.1% | +15.5% | +1.9% |
| 6M | +2.2% | -51.0% | +53.2% | +36.6% |
| YTD | -16.2% | -29.3% | +13.1% | -9.3% |
| 1Y | -11.5% | +3.2% | -14.7% | -20.7% |
| 3Y | +41.0% | -9.3% | +50.3% | +12.4% |
| 5Y | +1.1% | -61.6% | +62.7% | +18.0% |
| 10Y | +710.1% | +40.8% | +669.3% | +260.7% |
| All | +882.1% | +240.2% | +641.9% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling