+866.0%
BX vs ALB
+229.4%
+636.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | -2.8% | +1.1% | -3.9% | -3.4% |
| 30D | +7.3% | -2.6% | +9.9% | +8.1% |
| 3M | -16.3% | -25.6% | +9.3% | -5.9% |
| 6M | +2.5% | -54.0% | +56.5% | +40.9% |
| YTD | -17.6% | -31.6% | +14.0% | -9.6% |
| 1Y | -12.4% | -6.6% | -5.8% | -17.8% |
| 3Y | +36.2% | -14.0% | +50.2% | +11.2% |
| 5Y | +3.0% | -62.5% | +65.5% | +21.3% |
| 10Y | +680.0% | +36.3% | +643.7% | +252.0% |
| All | +866.0% | +229.4% | +636.6% | +69.0% |
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 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