+24.5%
BX vs AU
+577.5%
-552.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -5.6% | -4.3% | -1.3% | -5.2% |
| 30D | -12.2% | +7.3% | -19.5% | -12.9% |
| 3M | +7.4% | +26.3% | -18.9% | +4.9% |
| 6M | +22.2% | +1.8% | +20.4% | +20.8% |
| YTD | -14.0% | +26.8% | -40.8% | -16.5% |
| 1Y | -27.3% | +66.7% | -94.0% | -31.2% |
| 3Y | +24.5% | +579.1% | -554.5% | -6.2% |
| All | +24.5% | +577.5% | -552.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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