+24.3%
BX vs ALL
+117.0%
-92.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.8% |
| 7D | -2.0% | -1.7% | -0.3% | -1.4% |
| 30D | -2.3% | -4.7% | +2.4% | -0.7% |
| 3M | +18.5% | +18.4% | +0.2% | +10.2% |
| 6M | +23.7% | +20.5% | +3.2% | +13.9% |
| YTD | -10.4% | +23.5% | -33.9% | -18.7% |
| 1Y | -19.6% | +29.0% | -48.5% | -28.6% |
| 3Y | +30.8% | +153.7% | -122.9% | -17.7% |
| 5Y | +24.3% | +114.8% | -90.4% | -9.2% |
| All | +24.3% | +117.0% | -92.7% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling