+635.8%
BX vs ALK
-45.9%
+681.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | +0.6% | -1.2% | +1.8% | +1.0% |
| 30D | +14.2% | +7.7% | +6.5% | +11.0% |
| 3M | -18.7% | -19.0% | +0.2% | -12.4% |
| 6M | +2.5% | -0.2% | +2.7% | +0.9% |
| YTD | -18.8% | -23.5% | +4.7% | -13.2% |
| 1Y | -10.3% | -9.1% | -1.2% | -10.6% |
| 3Y | +35.4% | +12.0% | +23.4% | +19.0% |
| 5Y | +0.3% | -30.9% | +31.1% | +4.4% |
| All | +635.8% | -45.9% | +681.7% | +594.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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