+672.8%
BX vs AR
+52.4%
+620.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +2.0% |
| 7D | +3.7% | -5.8% | +9.4% | +4.4% |
| 30D | +8.2% | +4.8% | +3.4% | +7.4% |
| 3M | -12.7% | +1.5% | -14.2% | -13.1% |
| 6M | +1.0% | +4.7% | -3.7% | -0.3% |
| YTD | -17.2% | +9.2% | -26.4% | -19.2% |
| 1Y | -11.6% | +11.2% | -22.8% | -14.1% |
| 3Y | +36.8% | +46.2% | -9.5% | +26.8% |
| 5Y | +4.8% | +98.1% | -93.2% | -7.1% |
| 10Y | +672.8% | +54.5% | +618.2% | +601.1% |
| All | +672.8% | +52.4% | +620.4% | +601.1% |
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