+30.9%
BLK vs A
-16.5%
+47.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -5.2% | -4.6% | -0.6% | -3.3% |
| 30D | -7.0% | -4.3% | -2.8% | -5.5% |
| 3M | +5.7% | +8.9% | -3.3% | +1.2% |
| 6M | +11.0% | +24.5% | -13.5% | -1.1% |
| YTD | +0.9% | +5.8% | -4.9% | -3.1% |
| 1Y | -1.6% | +16.2% | -17.8% | -10.4% |
| 3Y | +64.5% | +28.5% | +36.0% | +36.3% |
| All | +30.9% | -16.5% | +47.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling