+1,127.6%
BX vs ALM
+7,705.7%
-6,578.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | -4.4% | -2.6% | -1.8% | -4.4% |
| 30D | +0.1% | +32.0% | -31.9% | 0.0% |
| 3M | +16.0% | -15.0% | +31.1% | +16.0% |
| 6M | +21.6% | -10.1% | +31.7% | +21.6% |
| YTD | -8.9% | +99.4% | -108.3% | -9.1% |
| 1Y | -16.6% | +316.4% | -333.0% | -17.0% |
| 3Y | +43.3% | +2,022.0% | -1,978.6% | +41.9% |
| 5Y | +25.7% | +941.2% | -915.5% | +24.6% |
| 10Y | +689.5% | +2,950.3% | -2,260.9% | +680.8% |
| All | +1,127.6% | +7,705.7% | -6,578.2% | +1,106.2% |
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