+3,887.7%
BLK vs AGI
+5,269.5%
-1,381.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.7% |
| 7D | -5.2% | -5.3% | +0.1% | -4.9% |
| 30D | -7.0% | +6.8% | -13.8% | -7.4% |
| 3M | +5.7% | +8.3% | -2.6% | +5.0% |
| 6M | +11.0% | -29.2% | +40.2% | +12.8% |
| YTD | +0.9% | -7.3% | +8.1% | +0.7% |
| 1Y | -1.6% | +8.0% | -9.6% | -2.8% |
| 3Y | +64.5% | +206.6% | -142.1% | +52.6% |
| 5Y | +30.9% | +398.1% | -367.3% | +17.7% |
| 10Y | +275.1% | +384.0% | -108.8% | +228.3% |
| All | +3,887.7% | +5,269.5% | -1,381.8% | +2,956.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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