+679.5%
BX vs AR
+45.1%
+634.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.0% | -1.8% | -0.1% | -1.7% |
| 30D | -2.3% | +12.6% | -14.9% | -3.9% |
| 3M | +18.5% | +10.0% | +8.5% | +16.7% |
| 6M | +23.7% | +0.6% | +23.1% | +22.9% |
| YTD | -10.4% | +13.4% | -23.8% | -12.7% |
| 1Y | -19.6% | +21.7% | -41.3% | -22.7% |
| 3Y | +30.8% | +45.8% | -15.0% | +21.4% |
| 5Y | +24.3% | +144.3% | -119.9% | +8.0% |
| 10Y | +679.5% | +41.8% | +637.7% | +619.7% |
| All | +679.5% | +45.1% | +634.3% | +619.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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