+30.9%
BLK vs ADM
+67.3%
-36.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -5.2% | +3.0% | -8.2% | -5.8% |
| 30D | -7.0% | +8.7% | -15.8% | -9.0% |
| 3M | +5.7% | +7.6% | -1.9% | +3.5% |
| 6M | +11.0% | +26.9% | -15.9% | +3.8% |
| YTD | +0.9% | +54.3% | -53.4% | -10.7% |
| 1Y | -1.6% | +45.7% | -47.3% | -11.8% |
| 3Y | +64.5% | +21.9% | +42.6% | +53.0% |
| 5Y | +30.9% | +67.2% | -36.3% | +4.1% |
| All | +30.9% | +67.3% | -36.4% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling