+1,123.2%
BLK vs AG
+439.9%
+683.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.8% |
| 7D | -2.4% | +4.5% | -6.9% | -2.9% |
| 30D | -3.1% | +12.9% | -16.0% | -4.4% |
| 3M | +10.7% | +20.9% | -10.3% | +8.1% |
| 6M | +15.9% | -19.5% | +35.4% | +17.2% |
| YTD | +4.0% | +24.8% | -20.8% | -0.1% |
| 1Y | +1.3% | +120.2% | -119.0% | -8.8% |
| 3Y | +69.6% | +279.0% | -209.4% | +40.0% |
| 5Y | +33.8% | +67.9% | -34.1% | +16.7% |
| 10Y | +276.2% | +57.5% | +218.7% | +202.4% |
| All | +1,123.2% | +439.9% | +683.3% | +425.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling