+388.4%
BX vs ALC
+20.4%
+368.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.0% |
| 7D | -5.7% | -5.3% | -0.4% | -2.2% |
| 30D | -8.9% | -7.1% | -1.8% | -4.3% |
| 3M | +8.4% | +0.8% | +7.6% | +7.4% |
| 6M | +18.9% | -16.0% | +34.9% | +32.0% |
| YTD | -13.6% | -12.7% | -0.9% | -6.9% |
| 1Y | -22.4% | -12.8% | -9.6% | -16.7% |
| 3Y | +26.0% | -15.8% | +41.9% | +34.1% |
| 5Y | +18.8% | -16.7% | +35.4% | +25.5% |
| All | +388.4% | +20.4% | +368.0% | +284.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling