+350.6%
BAC vs BLK
+13,188.7%
-12,838.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.8% |
| 7D | +1.2% | -2.4% | +3.6% | +2.8% |
| 30D | -0.7% | -3.1% | +2.4% | +1.2% |
| 3M | +16.9% | +10.7% | +6.2% | +8.5% |
| 6M | +29.6% | +15.9% | +13.7% | +16.0% |
| YTD | +15.3% | +4.0% | +11.2% | +10.1% |
| 1Y | +28.8% | +1.3% | +27.6% | +25.0% |
| 3Y | +136.4% | +69.6% | +66.8% | +60.7% |
| 5Y | +72.9% | +33.8% | +39.1% | +34.8% |
| 10Y | +391.8% | +276.2% | +115.6% | +90.0% |
| All | +350.6% | +13,188.7% | -12,838.1% | -49.4% |
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 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