+10,685.0%
BLK vs A
+442.2%
+10,242.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.1% |
| 7D | -2.4% | -2.1% | -0.3% | -1.8% |
| 30D | -3.1% | +0.6% | -3.7% | -3.4% |
| 3M | +10.7% | +10.9% | -0.2% | +6.9% |
| 6M | +15.9% | +28.2% | -12.3% | +6.3% |
| YTD | +4.0% | +8.6% | -4.6% | +0.3% |
| 1Y | +1.3% | +15.5% | -14.3% | -4.6% |
| 3Y | +69.6% | +31.8% | +37.8% | +51.9% |
| 5Y | +33.8% | -14.9% | +48.7% | +35.4% |
| 10Y | +276.2% | +237.8% | +38.3% | +162.0% |
| All | +10,685.0% | +442.2% | +10,242.8% | +6,427.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling