+625.7%
BX vs ALM
+1,942.8%
-1,317.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -2.6% |
| 7D | -1.1% | -4.0% | +3.0% | -0.9% |
| 30D | +8.8% | -30.5% | +39.3% | +10.4% |
| 3M | -18.3% | -46.9% | +28.6% | -16.3% |
| 6M | -1.5% | -65.5% | +64.0% | +2.2% |
| YTD | -19.9% | -13.4% | -6.5% | -20.1% |
| 1Y | -14.5% | +9.8% | -24.3% | -15.6% |
| 3Y | +32.3% | +783.1% | -750.8% | +18.7% |
| 5Y | -1.1% | +378.3% | -379.4% | -10.5% |
| All | +625.7% | +1,942.8% | -1,317.1% | +544.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling