-18.2%
BX vs AS
-20.3%
+2.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -2.1% |
| 7D | -4.4% | -4.9% | +0.5% | -3.1% |
| 30D | +0.1% | -19.6% | +19.7% | +5.9% |
| 3M | +16.0% | -14.4% | +30.4% | +20.3% |
| 6M | +21.6% | -20.1% | +41.7% | +27.6% |
| YTD | -8.9% | -20.9% | +12.0% | -4.2% |
| All | -18.2% | -20.3% | +2.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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