-22.4%
BX vs ALC
-14.0%
-8.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.2% |
| 7D | -5.7% | -5.3% | -0.4% | -3.5% |
| 30D | -8.9% | -7.1% | -1.8% | -6.0% |
| 3M | +8.4% | +0.8% | +7.6% | +8.2% |
| 6M | +18.9% | -16.0% | +34.9% | +27.1% |
| YTD | -13.6% | -12.7% | -0.9% | -9.7% |
| 1Y | -22.4% | -12.8% | -9.6% | -19.7% |
| All | -22.4% | -14.0% | -8.5% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling