+870.1%
BX vs ALL
+578.5%
+291.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -3.0% |
| 7D | +3.7% | -0.1% | +3.8% | +3.7% |
| 30D | +8.2% | +13.8% | -5.6% | -0.1% |
| 3M | -12.7% | -2.8% | -9.9% | -11.6% |
| 6M | +1.0% | +23.7% | -22.7% | -13.2% |
| YTD | -17.2% | +27.3% | -44.5% | -30.8% |
| 1Y | -11.6% | +30.5% | -42.1% | -27.4% |
| 3Y | +36.8% | +113.0% | -76.2% | -20.8% |
| 5Y | +4.8% | +157.6% | -152.8% | -48.1% |
| 10Y | +672.8% | +368.4% | +304.4% | +148.4% |
| All | +870.1% | +578.5% | +291.5% | +164.9% |
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