+18.8%
BX vs ALM
+958.0%
-939.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.5% | -3.4% |
| 7D | -5.7% | +3.6% | -9.3% | -5.9% |
| 30D | -8.9% | +33.8% | -42.7% | -10.6% |
| 3M | +8.4% | +14.8% | -6.4% | +6.9% |
| 6M | +18.9% | -7.0% | +25.9% | +18.1% |
| YTD | -13.6% | +108.1% | -121.7% | -18.0% |
| 1Y | -22.4% | +313.8% | -336.2% | -29.5% |
| 3Y | +26.0% | +2,227.6% | -2,201.6% | -0.9% |
| 5Y | +18.8% | +956.6% | -937.9% | -0.6% |
| All | +18.8% | +958.0% | -939.2% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling