+275.1%
BLK vs ADM
+177.9%
+97.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.3% | +2.5% | -5.8% | -4.3% |
| 30D | -6.5% | +9.5% | -16.0% | -10.2% |
| 3M | +6.7% | +10.6% | -3.9% | +1.7% |
| 6M | +14.7% | +24.0% | -9.3% | +3.2% |
| YTD | +2.5% | +54.0% | -51.4% | -16.6% |
| 1Y | -2.8% | +45.3% | -48.1% | -19.2% |
| 3Y | +65.9% | +21.8% | +44.1% | +44.8% |
| 5Y | +33.0% | +66.8% | -33.8% | -8.5% |
| All | +275.1% | +177.9% | +97.2% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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