+13,325.9%
BLK vs ALB
+1,873.3%
+11,452.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.2% |
| 7D | -3.6% | -8.1% | +4.4% | -0.9% |
| 30D | -1.0% | +6.3% | -7.3% | -3.5% |
| 3M | +10.4% | -23.6% | +33.9% | +19.6% |
| 6M | +8.2% | -24.6% | +32.8% | +15.6% |
| YTD | +6.0% | -10.3% | +16.3% | +4.7% |
| 1Y | +3.3% | +61.5% | -58.1% | -19.4% |
| 3Y | +70.3% | -34.0% | +104.2% | +64.3% |
| 5Y | +34.5% | -44.6% | +79.1% | +29.3% |
| 10Y | +281.9% | +76.1% | +205.8% | +93.3% |
| All | +13,325.9% | +1,873.3% | +11,452.6% | +2,760.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling