+33.8%
BLK vs ABCL
-39.9%
+73.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | -3.1% | +65.1% | -68.2% | -9.1% |
| 3M | +10.7% | +111.1% | -100.4% | 0.0% |
| 6M | +15.9% | +231.6% | -215.7% | -1.7% |
| YTD | +4.0% | +234.5% | -230.5% | -12.7% |
| 1Y | +1.3% | +174.3% | -173.1% | -13.9% |
| 3Y | +69.6% | +111.5% | -41.9% | +42.0% |
| 5Y | +33.8% | -37.3% | +71.1% | +21.0% |
| All | +33.8% | -39.9% | +73.7% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling