+967.7%
BX vs ALK
+559.8%
+407.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.7% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | +0.1% | -19.2% | +19.3% | +7.9% |
| 3M | +16.0% | -1.5% | +17.5% | +15.4% |
| 6M | +21.6% | -13.1% | +34.7% | +24.8% |
| YTD | -8.9% | -16.4% | +7.5% | -5.7% |
| 1Y | -16.6% | -33.1% | +16.5% | -6.9% |
| 3Y | +43.3% | +0.6% | +42.7% | +31.8% |
| 5Y | +25.7% | -26.4% | +52.1% | +28.6% |
| 10Y | +689.5% | -34.2% | +723.7% | +632.9% |
| All | +967.7% | +559.8% | +407.9% | +242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling