+3,433.5%
ASX vs BLK
+6,307.3%
-2,873.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -3.7% |
| 7D | +22.1% | +3.9% | +18.2% | +20.2% |
| 30D | -23.8% | +14.1% | -37.9% | -27.9% |
| 3M | -7.6% | +5.3% | -12.9% | -9.6% |
| 6M | +6.9% | +12.6% | -5.6% | +1.3% |
| YTD | +127.7% | +15.5% | +112.1% | +112.6% |
| 1Y | +144.5% | +13.6% | +130.9% | +130.0% |
| 3Y | +377.8% | +95.6% | +282.2% | +253.0% |
| 5Y | +498.2% | +41.4% | +456.8% | +406.1% |
| 10Y | +962.7% | +319.1% | +643.6% | +471.0% |
| All | +3,433.5% | +6,307.3% | -2,873.7% | +796.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling