+136.2%
ALAB vs BLK
+18.5%
+117.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.4% | -4.5% | -6.2% |
| 7D | +3.2% | -2.9% | +6.1% | +4.1% |
| 30D | -13.6% | -3.6% | -10.0% | -12.6% |
| 3M | -16.6% | +10.1% | -26.7% | -17.2% |
| All | +136.2% | +18.5% | +117.6% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 6mo: compounded portfolio wealth divided by compounded BLK 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…
6mo analysis · Full analysis span regression · 6 months rolling