+967.7%
BX vs ALB
+331.9%
+635.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +0.8% |
| 7D | -4.4% | -8.1% | +3.7% | -0.9% |
| 30D | +0.1% | +6.3% | -6.2% | -3.2% |
| 3M | +16.0% | -23.6% | +39.6% | +28.7% |
| 6M | +21.6% | -24.6% | +46.2% | +32.1% |
| YTD | -8.9% | -10.3% | +1.4% | -10.6% |
| 1Y | -16.6% | +61.5% | -78.1% | -40.2% |
| 3Y | +43.3% | -34.0% | +77.3% | +37.4% |
| 5Y | +25.7% | -44.6% | +70.3% | +23.7% |
| 10Y | +689.5% | +76.1% | +613.4% | +219.9% |
| All | +967.7% | +331.9% | +635.8% | +67.1% |
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