+30.9%
BLK vs ALB
-48.1%
+79.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.3% |
| 7D | -5.2% | -7.6% | +2.4% | -3.8% |
| 30D | -7.0% | -5.6% | -1.4% | -6.2% |
| 3M | +5.7% | -16.8% | +22.5% | +8.9% |
| 6M | +11.0% | -26.3% | +37.3% | +16.0% |
| YTD | +0.9% | -13.2% | +14.1% | +0.8% |
| 1Y | -1.6% | +68.8% | -70.4% | -16.2% |
| 3Y | +64.5% | -30.7% | +95.1% | +63.4% |
| 5Y | +30.9% | -46.3% | +77.1% | +32.3% |
| All | +30.9% | -48.1% | +79.0% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling