-10.3%
BX vs AR
+11.3%
-21.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.6% | +7.4% | -6.8% | +1.6% |
| 30D | +14.2% | +5.8% | +8.5% | +15.0% |
| 3M | -18.7% | +5.2% | -24.0% | -18.0% |
| 6M | +2.5% | +5.4% | -3.0% | +3.6% |
| YTD | -18.8% | +12.4% | -31.2% | -16.9% |
| 1Y | -10.3% | +12.8% | -23.1% | -8.4% |
| All | -10.3% | +11.3% | -21.6% | -8.4% |
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