+30.8%
BX vs ALM
+2,327.9%
-2,297.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.4% | -2.1% |
| 7D | -2.0% | +8.4% | -10.4% | -2.4% |
| 30D | -2.3% | +34.8% | -37.1% | -4.1% |
| 3M | +18.5% | +16.2% | +2.3% | +16.9% |
| 6M | +23.7% | +2.1% | +21.6% | +22.4% |
| YTD | -10.4% | +117.0% | -127.4% | -14.5% |
| 1Y | -19.6% | +313.9% | -333.4% | -25.8% |
| 3Y | +30.8% | +2,327.9% | -2,297.1% | +8.5% |
| All | +30.8% | +2,327.9% | -2,297.1% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling