+24.3%
BX vs ALC
-15.6%
+40.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.3% |
| 7D | -2.0% | -3.7% | +1.7% | +0.6% |
| 30D | -2.3% | -3.7% | +1.4% | +0.3% |
| 3M | +18.5% | +4.6% | +14.0% | +14.4% |
| 6M | +23.7% | -14.6% | +38.3% | +36.3% |
| YTD | -10.4% | -11.9% | +1.5% | -3.8% |
| 1Y | -19.6% | -13.1% | -6.4% | -13.1% |
| 3Y | +30.8% | -15.0% | +45.8% | +37.0% |
| 5Y | +24.3% | -16.2% | +40.5% | +31.0% |
| All | +24.3% | -15.6% | +40.0% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling