+275.1%
BLK vs ALB
+78.3%
+196.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.1% | +2.5% |
| 7D | -3.3% | -6.6% | +3.3% | -1.7% |
| 30D | -6.5% | -8.1% | +1.6% | -4.9% |
| 3M | +6.7% | -25.7% | +32.4% | +14.0% |
| 6M | +14.7% | -29.5% | +44.2% | +22.5% |
| YTD | +2.5% | -16.2% | +18.7% | +3.3% |
| 1Y | -2.8% | +59.2% | -62.0% | -18.7% |
| 3Y | +65.9% | -33.7% | +99.6% | +63.8% |
| 5Y | +33.0% | -48.1% | +81.1% | +34.8% |
| All | +275.1% | +78.3% | +196.8% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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