+912.2%
BX vs AU
+253.2%
+659.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.7% |
| 7D | -5.7% | +0.6% | -6.3% | -5.8% |
| 30D | -8.9% | +12.3% | -21.2% | -10.4% |
| 3M | +8.4% | +29.4% | -21.0% | +4.3% |
| 6M | +18.9% | +3.2% | +15.7% | +17.3% |
| YTD | -13.6% | +31.8% | -45.4% | -18.2% |
| 1Y | -22.4% | +83.4% | -105.8% | -30.1% |
| 3Y | +26.0% | +623.1% | -597.1% | -9.3% |
| 5Y | +18.8% | +700.5% | -681.7% | -18.0% |
| 10Y | +668.7% | +717.6% | -48.8% | +380.1% |
| All | +912.2% | +253.2% | +659.0% | +441.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling