+71.1%
BA vs BLK
+277.4%
-206.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.1% |
| 7D | -2.7% | -5.2% | +2.5% | +1.1% |
| 30D | -12.2% | -7.0% | -5.1% | -7.6% |
| 3M | -2.0% | +5.7% | -7.7% | -6.2% |
| 6M | -6.0% | +11.0% | -17.0% | -13.2% |
| YTD | -5.7% | +0.9% | -6.6% | -8.0% |
| 1Y | -10.0% | -1.6% | -8.4% | -11.2% |
| 3Y | -3.1% | +64.5% | -67.5% | -36.9% |
| 5Y | -2.6% | +30.9% | -33.5% | -26.1% |
| All | +71.1% | +277.4% | -206.3% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling