+994.0%
BX vs ALM
+3,551.9%
-2,557.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +1.4% |
| 7D | +0.6% | +1.2% | -0.7% | +0.6% |
| 30D | +14.2% | -19.3% | +33.6% | +14.3% |
| 3M | -18.7% | -40.6% | +21.9% | -18.6% |
| 6M | +2.5% | -57.9% | +60.4% | +2.7% |
| YTD | -18.8% | -6.7% | -12.1% | -18.8% |
| 1Y | -10.3% | +20.2% | -30.5% | -10.4% |
| 3Y | +35.4% | +879.4% | -844.1% | +34.4% |
| 5Y | +0.3% | +415.3% | -415.0% | -0.4% |
| 10Y | +668.4% | +2,100.8% | -1,432.4% | +661.5% |
| All | +994.0% | +3,551.9% | -2,557.9% | +977.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling