-1.5%
BAC vs BLK
+17.9%
-19.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.4% | -1.5% | +1.9% |
| 7D | +1.5% | +5.7% | -4.2% | -0.6% |
| 30D | -4.4% | +14.8% | -19.2% | -9.3% |
| 3M | -17.5% | +8.8% | -26.3% | -20.2% |
| 6M | -0.1% | +17.6% | -17.7% | -6.6% |
| YTD | -4.6% | +16.3% | -20.9% | -11.4% |
| 1Y | -1.5% | +18.0% | -19.5% | -9.4% |
| All | -1.5% | +17.9% | -19.4% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling