+27.6%
BX vs AR
+143.7%
-116.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -4.4% | +2.5% | -6.9% | -5.0% |
| 30D | +0.1% | +14.8% | -14.7% | -3.1% |
| 3M | +16.0% | +6.2% | +9.8% | +14.0% |
| 6M | +21.6% | +4.3% | +17.3% | +19.1% |
| YTD | -8.9% | +14.4% | -23.3% | -13.3% |
| 1Y | -16.6% | +21.3% | -38.0% | -22.4% |
| 3Y | +43.3% | +39.8% | +3.5% | +25.6% |
| All | +27.6% | +143.7% | -116.1% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling