+668.7%
BX vs ALK
-39.2%
+708.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.7% | -3.3% |
| 7D | -5.7% | -3.0% | -2.7% | -4.6% |
| 30D | -8.9% | -14.6% | +5.7% | -3.6% |
| 3M | +8.4% | -10.6% | +19.0% | +11.7% |
| 6M | +18.9% | -6.7% | +25.6% | +19.2% |
| YTD | -13.6% | -19.8% | +6.1% | -9.2% |
| 1Y | -22.4% | -35.2% | +12.8% | -12.2% |
| 3Y | +26.0% | +1.4% | +24.6% | +15.3% |
| 5Y | +18.8% | -30.7% | +49.4% | +22.8% |
| 10Y | +668.7% | -37.4% | +706.1% | +615.5% |
| All | +668.7% | -39.2% | +708.0% | +615.5% |
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