+75.1%
BLK vs ABCL
-82.9%
+158.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.4% |
| 7D | -5.2% | -9.6% | +4.4% | -4.3% |
| 30D | -7.0% | +7.2% | -14.2% | -7.9% |
| 3M | +5.7% | +105.5% | -99.8% | -2.8% |
| 6M | +11.0% | +193.0% | -182.0% | -2.1% |
| YTD | +0.9% | +205.8% | -205.0% | -12.0% |
| 1Y | -1.6% | +144.4% | -146.0% | -13.0% |
| 3Y | +64.5% | +93.3% | -28.9% | +42.7% |
| 5Y | +30.9% | -44.9% | +75.8% | +20.4% |
| All | +75.1% | -82.9% | +158.0% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling