+12,790.5%
BLK vs AA
-3.3%
+12,793.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -1.6% |
| 7D | -2.7% | -0.6% | -2.0% | -2.5% |
| 30D | -4.8% | -1.6% | -3.2% | -4.7% |
| 3M | +6.5% | -29.8% | +36.3% | +16.2% |
| 6M | +13.2% | -16.6% | +29.8% | +15.8% |
| YTD | +1.8% | -4.0% | +5.8% | -0.9% |
| 1Y | -1.0% | +63.5% | -64.5% | -18.5% |
| 3Y | +66.0% | +86.8% | -20.8% | +22.6% |
| 5Y | +31.2% | +12.4% | +18.9% | +2.3% |
| 10Y | +278.5% | +132.3% | +146.2% | +86.7% |
| All | +12,790.5% | -3.3% | +12,793.7% | +5,942.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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