+275.1%
BLK vs AG
+68.4%
+206.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.6% | +1.9% |
| 7D | -3.3% | -6.7% | +3.4% | -2.8% |
| 30D | -6.5% | +2.2% | -8.7% | -6.8% |
| 3M | +6.7% | +15.7% | -8.9% | +5.1% |
| 6M | +14.7% | -23.8% | +38.5% | +16.3% |
| YTD | +2.5% | +17.6% | -15.1% | -0.4% |
| 1Y | -2.8% | +88.6% | -91.4% | -9.6% |
| 3Y | +65.9% | +253.4% | -187.6% | +42.8% |
| 5Y | +33.0% | +62.4% | -29.5% | +18.6% |
| All | +275.1% | +68.4% | +206.7% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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