+102.1%
BLK vs ABCL
-80.4%
+182.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.7% |
| 7D | +0.2% | -2.7% | +2.8% | +0.4% |
| 30D | +13.1% | -5.4% | +18.6% | +13.4% |
| 3M | +7.3% | +22.4% | -15.1% | +4.6% |
| 6M | +14.6% | +127.6% | -113.0% | +3.6% |
| YTD | +16.5% | +249.4% | -233.0% | -0.1% |
| 1Y | +15.4% | +198.0% | -182.6% | +0.4% |
| 3Y | +97.2% | +195.8% | -98.6% | +63.7% |
| 5Y | +43.4% | -20.6% | +64.0% | +29.3% |
| All | +102.1% | -80.4% | +182.5% | +88.9% |
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