+33.8%
BX vs AR
+19.9%
+13.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | +1.8% | -14.3% | +16.1% | +4.5% |
| 30D | +7.9% | +1.4% | +6.4% | +7.2% |
| 3M | -9.6% | +3.4% | -13.0% | -10.8% |
| 6M | -2.3% | -2.1% | -0.2% | -2.8% |
| YTD | -19.3% | +4.7% | -24.0% | -22.2% |
| 1Y | -13.2% | +10.6% | -23.8% | -18.0% |
| 3Y | +33.8% | +24.6% | +9.2% | +17.6% |
| All | +33.8% | +19.9% | +13.8% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling