+967.7%
BX vs ALL
+574.5%
+393.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.3% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +0.1% | -1.5% | +1.6% | +0.6% |
| 3M | +16.0% | +23.6% | -7.6% | +0.3% |
| 6M | +21.6% | +22.3% | -0.7% | +5.5% |
| YTD | -8.9% | +26.5% | -35.4% | -23.3% |
| 1Y | -16.6% | +27.0% | -43.6% | -30.3% |
| 3Y | +43.3% | +149.6% | -106.2% | -25.2% |
| 5Y | +25.7% | +118.1% | -92.4% | -30.5% |
| 10Y | +689.5% | +369.0% | +320.5% | +154.1% |
| All | +967.7% | +574.5% | +393.2% | +193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling