-22.4%
BX vs ALL
+28.9%
-51.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -5.7% | -2.2% | -3.4% | -5.7% |
| 30D | -8.9% | -5.6% | -3.3% | -9.0% |
| 3M | +8.4% | +17.2% | -8.9% | +7.3% |
| 6M | +18.9% | +23.2% | -4.3% | +17.1% |
| YTD | -13.6% | +23.6% | -37.2% | -14.8% |
| 1Y | -22.4% | +29.2% | -51.6% | -24.3% |
| All | -22.4% | +28.9% | -51.3% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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