+6.4%
BX vs AS
+123.4%
-117.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +0.6% | -4.9% | +5.4% | +2.0% |
| 30D | +14.2% | +3.9% | +10.4% | +13.1% |
| 3M | -18.7% | -9.6% | -9.1% | -16.6% |
| 6M | +2.5% | -8.7% | +11.1% | +4.5% |
| YTD | -18.8% | -19.8% | +1.0% | -14.7% |
| 1Y | -10.3% | -1.5% | -8.8% | -11.1% |
| All | +6.4% | +123.4% | -117.0% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling