+3,552.3%
ASX vs BLK
+5,780.3%
-2,228.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.4% |
| 7D | -0.7% | -3.6% | +2.9% | +0.9% |
| 30D | +2.0% | -1.0% | +3.0% | +2.3% |
| 3M | -1.3% | +10.4% | -11.7% | -5.8% |
| 6M | +71.4% | +8.2% | +63.3% | +64.9% |
| YTD | +135.3% | +6.0% | +129.3% | +127.8% |
| 1Y | +267.5% | +3.3% | +264.1% | +258.5% |
| 3Y | +388.5% | +70.3% | +318.2% | +282.9% |
| 5Y | +417.1% | +34.5% | +382.6% | +347.1% |
| 10Y | +872.7% | +281.9% | +590.8% | +442.7% |
| All | +3,552.3% | +5,780.3% | -2,228.0% | +860.7% |
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