-19.6%
BX vs AR
+17.5%
-37.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.7% |
| 7D | -2.0% | -1.8% | -0.1% | -2.1% |
| 30D | -2.3% | +12.6% | -14.9% | -1.4% |
| 3M | +18.5% | +10.0% | +8.5% | +19.6% |
| 6M | +23.7% | +0.6% | +23.1% | +24.0% |
| YTD | -10.4% | +13.4% | -23.8% | -9.9% |
| 1Y | -19.6% | +21.7% | -41.3% | -18.7% |
| All | -19.6% | +17.5% | -37.0% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling