+84.0%
BLK vs ABCL
-81.3%
+165.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -3.6% | +0.7% | -4.3% | -3.7% |
| 30D | -1.0% | +93.1% | -94.1% | -7.7% |
| 3M | +10.4% | +79.4% | -69.1% | +3.0% |
| 6M | +8.2% | +214.9% | -206.7% | -5.2% |
| YTD | +6.0% | +234.2% | -228.2% | -8.3% |
| 1Y | +3.3% | +174.8% | -171.4% | -9.6% |
| 3Y | +70.3% | +104.5% | -34.2% | +47.0% |
| 5Y | +34.5% | -39.0% | +73.5% | +22.7% |
| All | +84.0% | -81.3% | +165.3% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling